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Assistant Manager, Market Risk Management - Group Risk Management

Req ID:  4556
Job Description: 

Summary

 

  • To assist the Head, MRMD in performing all functions as guided by the relevant Market Risk Management policies and guidelines for the Group (i.e. Bank and subsidiaries).

 

  • To assist the Head, MRMD in the development & enhancement of risk control tools & methodologies pertaining to market risk management, align risk appetite & strategy through better evaluation of risk/reward profiles for the Group (i.e. Bank and subsidiaries).

 

Duties and Responsibilities

 

  • To identify weaknesses & opportunities for enhancement in the control environment & to develop, propose & implement solutions to the identified weakness & opportunities.

 

  • To prepare and analyze all market risk reports within the stipulated time frame & error free.

 

  • To prepare and analyze reports to ALCO, MRCC & BRC, within the stipulated time frame & error free.

 

  • To monitor MATs/limits and ensure escalation of exceptions within the stipulated time frame.

 

  • To assist in the assessment of new products in line with the Bank’s new product guidelines.

 

  • To assist in the review and development of new guidelines, policies and methodologies within the bank and subsidiaries i.e BIMB Invest and BIMB Securities.

 

  • To assist in matters involving the Department when queried by BNM, PIDM, internal/external audits as well as from other Divisions within Bank Islam.

 

  • To perform continuous improvement on the analysis & risk reporting of Treasury’s market risk exposure.

 

  • To assist in the implementation of market risk system i.e. Quantum and Analytics.

 

  • To perform industry, competitors & market analysis, in order to gauge the Bank’s standing & performance relative to the identified benchmark.

 

  • To perform any other duties/assignment as and when directed/assigned by the Head, MRMD from time to time / as per business requirement from time to time