Assistant Manager Treasury Risk Controls Group Market Risk Management

****Create your future with Affin! ​​You too can make a difference.**** ======================================================================= Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don’t just stay at the forefront of the industry – you can make a difference too. **JOB PURPOSE** • Ensure that there is an effective and efficient management of the bank’s market risk across the Group. • Support the Head of Group Market Risk in overseeing and managing department’s treasury risk control and market risk functions. • Provide a comprehensive market risk analysis and assessment that can assist in decision making and controls setup. **JOB ACCOUNTABILITIES** • Generate trading and investment risk reports timely and accurately. • Daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products. • Management of risk limit excesses. • Generate VaR and backtesting report. • Monthly reporting, e.g. Enterprise Risk Deck, ALCO report, market risk capital charge report and other management executive summary for trading and investment book. • New products assessment and controls. Assist in the development, implementation, and maintenance of sophisticated market risk models (if any) to accurately measure and manage the bank’s market risk exposures. • Work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk. • Develop and enhance market risk monitoring tools and reports. • Participate in projects, process change, treasury system UAT and new product testing. • Assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework. • Rates Verification & Maintenance. • Ensure projects are aligned with the bank’s overall risk management strategy. • Maintain Treasury system requirements where relevant to Market Risk Management. • Coaching and career building of Market Risk management staff. ▪ Represent the bank's market risk exposures to the regulators through submissions, etc. ▪ Formulate the strategic direction for market risk development in the Bank through GALCO/GBRMC. **JOB REQUIREMENTS** • Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline. • Ideally someone with more than 2 years of experience within market risk or trading risk management. • Knowledge of treasury product pricing, market risk methodology and trading risk attribution. • Strong quantitative skills, IT savvy with good technical/ analytic mindset, possession of good communication and problem-solving skills. • Self-starter, ability to work independently and a dynamic team player. Ability to multi-task and work well under pressure with commitment to deliver • Excellent oral and written communication skills in English with strong presentation skills. • Familiar with various treasury system is preferred. • Assertive and demonstrate capacity to communicate effectively across all levels. • Able to work under pressure and handle multiple tasks simultaneously in a fast-paced business environment. • Dynamic, analytical and meticulous. Strong analytical skills. • Good project management skills and negotiation skills. • Strong grasp of Microsoft Office applications • Able to deliver projects on time. • Self-motivated and hands-on leader and a good team player.