Manager, Market Risk Analytics
3 months ago
**Responsibility**:
- Liaise with Product Manager and stakeholders to facilitate the development of Treasury product programs following Operational Risk Management Policy and Procedures. The process starts from product briefing, product proposal write-up, user acceptance test (if any) and approval sought from relevant committees.
- New product launch
- Annual / Ad Hoc review
- Post-implementation review
- UAT / Product requirements
- Product program Status update
- Facilitate the establishment of Treasury Policies to ensure that Treasury has proper governance guideline and maintain the policy inventory for effective control for periodic review.
- Maintain the historical market risk limit for data analytic when requires.
- Support Market Risk Management Team to provide information for stress test (bond / rate projection), risk appetite and market risk capital budget / trigger.
- Prepare monthly report on RWA utilization i.e. Market / Credit / Operational Risk RWA to Treasury Management and coordinate with relevant Risk Management Team for any concern on movement.
- Facilitate the whitelisted form and emergency request as well as the periodic review of whitelisted inventory to ensure proper control on external data transfer.Perform any other relevant duties assigned by the Head
**Qualification**:
- Bachelor or Master’s in related fields
- 3-5 years experience in related field. Treasury product knowledge is a plus.
- Ability to foster a collaborative working relationships with key stakeholders
- Strong data analysis and reporting skill
- Good communication and writing skill
- Strong Commitment
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