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Market and Liquidity Risk Management

Job description

  • Dynamic working environment
  • Digital Bank
  • Nearby public transport

Responsibilities:

  • Develop liquidity risk management and Interest Rate Risk in the Banking Books (IRRBB) framework and formulate policies and procedures to meet with regulatory requirements.
  • Provide independent governance and oversight to Treasury and Business division as second line of defence.
  • Enhance Liquidity Stress Testing capability, improve Monitoring and Control process of Regulatory Ratios reporting, Internal Liquidity Gap Reporting, Funding Concentrations, Early Warning Indicators, etc.
  • Liaising with Treasury and key business stakeholders on Liquidity Risk management process and system development and enhancement including risk data mart.

Requirements:

  • 6 years of relevant hands on experience in market and liquidity risk control, model or analytics role.
  • Good understanding of internal liquidity risk management process and related BNM regulations.
  • Strong communication skills and be able to work with different stakeholders

How to Apply

To apply, please click "APPLY NOW" or email Rebekah at Rebekah.Kok@ambition.com.my quoting reference number #259425 - Market and Liquidity Risk Management. Data provided is for recruitment purposes only. *LI-IT

Due to the volume of applications received, we regret to inform you that only shortlisted candidates will be notified.

If this job isn't quite right for you, but you know someone who would be great at this role, why not take advantage of our referral scheme? We offer MYR500 in shopping vouchers for every referred candidate who we place in a role. Terms & Conditions Apply. https://www.ambition.com.my/refer-a-friend