Citibank Berhad KL Country Market Risk Senior Manager

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Citibank Berhad KL Country Market Risk Senior Manager-18075289
Description

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

Qualifications

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

#LI-MY

17 March 2019

Location:	Malaysia Corrientes Kuala Lumpur
Work type:	Full time
Sector:	Banking and Financial Services
Profession:	Other
PLEASE! No enquiries from Recruitment Agencies or Headhunters. Only direct applications will be considered.

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