Market Risk Officer - Head Office

Your RoleThe Market Risk Officer is responsible in planning and driving the strategic directions to develop, improve and implement risk management frameworks, policies, guidelines/procedures, methodologies and reporting in alignment with the business objectives of Maybank Group's aspirations.Your Impact1. Ensure compliance with market risk frameworks, policies, guidelines, procedures and methodologiesTo review and develop all appropriate group frameworks, policies, guidelines / procedures, and methodologies to ensure alignment with local regulatory requirements, local business strategies and suit local operating environmentTo coordinate with Head Office to incorporate risk limits required for local operations to manage exposures for new business initiatives within approved risk parameters as well as annual risk limits review2. Report and analyze to manage risk taking activitiesTo prepare daily and monthly compliance reports regarding market risk to MPI and to the Parent Bank.To monitor Global Markets activities using both qualitative and quantitative risk measures on a regular basisTo propose continuous enhancement and streamline the reporting of the market risk exposuresTo identify the weaknesses in existing workflows and internal controls and drive improvementsTo formulate scenarios and carry out stress testing exercises3. To be responsible for the surveillance in the local operations to ensure governance with the approved parameters for market riskTo escalate non-compliance to the CRO and relevant Committees/Business Unit as specified in the governing policyTo collaborate with other teams, i.e. Audit and Global Markets, to conduct objective investigations on potential negligence fraud cases at local operations and to present findings and recommendations to CRO and Head Office4. Drive the implementation of systems and data managementTo assist in the implementation of risk management infrastructureTo conduct system testing during implementation to ensure consistency with the established frameworks / policies / methodologies; and ensure data are accurately captured and completed To participate in the system testing of new products offeredTo ensure post implementation support in place and continuity of system management in placeYour ProfileBachelor's Degree preferably in Banking, Finance, Mathematics, Statistics, Actuarial Science, AccountancyAt least 2 years working experience in related areas either Risk Management, Finance, Corporate Planning or TreasuryTreasury Certification, FRM/PRM is an added advantage