Citibank Berhad KL Country Market Risk Senior Manager

Citibank - More jobs by this advertiser
Citibank Berhad KL Country Market Risk Senior Manager-18075289
  • Market risk management oversight for all ICG and GCB trading activities and accrual portfolio conducted in Malaysia as well as involvement in other regional risk initiatives
  • Active involvement in the new product approval and model validation process
  • Liquidity risk management of all legal vehicles
  • Review and approve an appropriate market risk limit framework for risk-taking units and monitor compliance with established market risk limits/triggers
  • Overseeing and ensuring the integrity of the risk monitoring process
  • Frequent interaction with Finance Division in relation to price verification, pricing and market value adjustments, as well as regulatory reports
  • Interacting with regulators, auditors and other market professionals on market risk management related matters
  • Ensure proper implementation of all market risk and liquidity risk related policies, both corporate and regulatory
  • Reviewing calculation methodology for VaR results for reasonableness, consistency and completeness
  • Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level
  • Review and analyse all exposures and prepare reports for senior management, local LVMC, Country Risk Forum and ALCO
  • Participation in fixed income commitment (underwriting) committee and New Product Approval Committee, as required

  • Bachelor's degree in quantitative or financial discipline. Postgraduate degree is preferred. Additional professional qualifications, such as CFA will be an advantage
  • Highly experienced in Market Risk and/or Treasury
  • Sound judgment on risk and strong environmental awareness
  • Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
  • Ability to multitask to tight deadlines
  • Good attention to details and strong analytical skills
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team, and deliver a common objective with cross function team sets

17 March 2019
Location: Malaysia Corrientes Kuala Lumpur
Work type:
Full time
Banking and Financial Services
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

This career opportunity is no longer open.
Please search for current vacancies here.

Bookmark and Share
  • Previous Next

This website uses cookies

This website uses cookies to improve user experience. By using our website you consent to all cookies in accordance with our Cookie Policy.
I agree
Read more