Assistant Manager, Market Risk Monitoring and
7 months ago
**Responsibilities**
- Update/verify the market data as well as market parameters used for calculating the market value of position in both trading and banking portfolio of Treasury on daily basis.
- Prepare daily, monthly, quarterly and ad hoc reports, e.g., market risk limit utilization report, NOP report, Bond Holding report, FVOCI Bonds Buy-Sell Tracking report, Back-to-Back report, Off-market rate report etc.
- Inform supervisor if there is any exception, limit breach for further process/action.
- Proper escalation of issues.
- Acquire market parameters/data from Bloomberg and any other data sources to update to Murex.
- Participate in new product/process testing on Murex as well as any other related systems.
**Qualification**
- Bachelor’s degree or higher
- Experience in relevant banking background in established bank / financial institutions would be an advantage
- Knowledges on Capital/Treasury Market
- Capability in using Treasury system Proficient in Excel
Remark: The Bank requires the verification of criminal records prior consideration for employment to ensure secured and maintain standards of the organization.
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