239 Market Risk jobs in Kuala Lumpur

Overview

Job Description

What is the opportunity?

The Market Risk team serves as the second line of defence, responsible for monitoring, analysing and reporting on market risk arising from business activities in Europe and North America regions.

This newly created position will play a key role in market risk oversight activities including annual market risk limit reviews and ongoing monitoring, and producing market risk reconciliation across trading desks such as fixed income, rates, foreign exchange, equities and credit.

This role provides an excellent opportunity to gain hands-on exposure to diverse trading products, deepen expertise in market risk systems and controls, and contribute to critical risk management decisions for a global organization.

Standard working hours are from 9am to 6pm (MYT). Occasional night or early morning calls may be required to coordinate with stakeholders in Europe and North America regions.

• Provide effective oversight of market risk exposures, including preparation of market risk reporting, monitoring of risk limits and timely identification of potential breaches for further investigation, documentation and resolution.
• Perform reconciliation of market risk exposure between the local system and enterprise system to ensure accuracy, consistency and completeness of reported risk figures. Investigate, escalate and resolve discrepancies in a timely manner.
• Conduct annual market risk limit reviews to ensure limits remain appropriate and aligned with risk appetite.
• Gain in-depth knowledge of risk data pipeline, including how exposures are calculated, processed and reported across system.
• Collaborate with stakeholders to execute UAT and control testing, ensuring system changes are properly tested and meet operational and risk management standards.
• Communicate market risk exposures and analysis to stakeholders, providing insights and recommendation for informed decision-making.

Must-have

• Undergraduate degree with emphasis in Actuarial Science, Mathematics, Statistics, Economics, Finance, Risk Management or a quantitative discipline.
• At least 5 years of relevant experience in risk reporting, preferably in or relevant to Market Risk in financial service industry.
• Proficiency in Python, SQL, Github, Tableau and database, with ability to apply these tools effectively in practical scenarios.
• Keen interest in global financial markets and trading products, with demonstrated curiosity and a willingness to learn and apply new concepts.
• Strong verbal and written communication skills in English for risk assessments presentation and discussion with stakeholders.
• Strong analytical and critical thinking skills with attention to details.
• Strong problem-solving skills with collaborative mindset.
• Proactive and results-driven, with the ability to take charge, set clear objectives and deliver measurable outcomes.

Nice-to-have

• Professional qualification such as CFA, FRM, etc.
• Risk Management experience in a global bank
• Industry knowledge and experience to fixed income, rates, foreign exchange, equities and credit.

Communication, Decision Making, Economic Analysis, Financial Instruments, Group Problem Solving, Investment Risk Management, Market Analysis, Market Risk, Risk Management

Address:

PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE:PUTRAJAYA

City:

Putrajaya

Country:

Malaysia

Work hours/week:

40

Employment Type:

Full time

Platform:

GROUP RISK MANAGEMENT

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

Application Deadline:

Note : Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

I nclusion and Equal Opportunity Employment

At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

Join our Talent Community

Responsibilities

• Proven ability to develop, configure, and optimize Market Risk calculations independently
• Experience in configuring and running risk computations, including reval runs, normalized runs
• Strong business stakeholder management skills, with experience in running risk measure validations
• Deep understanding of asset classes, including MM, Fixed Income, FX, and IR Derivatives
• Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
• Strong analytical skills to explain differences in VaR results between Murex and other risk systems
• Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)

• 8+ years of experience in Murex Market Risk module
• Good working experience with risk assessments, especially keeping in purview access controls such as access rights/entitlements

Luxoft, a DXC Technology Company, is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. We enable business transformation, enhance customer experiences, and boost operational efficiency through strategizing, consulting, and engineering services.

With deep domain expertise in the finance, telecom, energy, automotive, travel and aviation industries, the company consistently goes beyond its clients' expectations by bringing together technology, talent, innovation, and the highest quality standards.

Being the next generation IT provider, Luxoft has a huge presence covering 21 countries across the globe. Over the years, we have extended the range of our services and have built core competences within each key verticals. We have enhanced our capabilities by investing in R&D and creating proprietary software platforms for the energy, telecommunications, automotive, and finance markets.

Awards and Industry Recognitions:

“we.CONECT’s CAR HMi Concepts and Systems 2014 Congress Award”.

"Best of Show" Finovate 2014

Ranked #57 in the ‘Top 100’ by FinTech

Ranked #18 in the ‘Top 100’ by the International Association of Outsourcing Professionals (IAOP)

Luxoft key facts:

Over 160+ clients

13.000 employees worldwide

42 offices in 21 countries acrross 5 continents

If you are ready to engineer your future, join us in our journey. Follow Luxoft for regular updates and an inside look at our business.

Be careful This job ad has not been subjected to our hirer verification process. Proceed cautiously and do your own checks before providing any personal information. Learn how to protect yourself.

8+ years of experience in Murex Market Risk module

Good working experience with risk assessments, especially keeping in purview access controls such as access rights/entitlements

Deep expertise in Murex Market Risk Environment (MRE) module

Proven ability to develop, configure, and optimize Market Risk calculations independently

Experience in configuring and running risk computations, including reval runs, normalized runs

Strong business stakeholder management skills, with experience in running risk measure validations

Deep understanding of asset classes, including MM, Fixed Income, FX, and IR Derivatives

Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors

Strong analytical skills to explain differences in VaR results between Murex and other risk systems

Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)

AFFIN Group WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

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.

• 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.

• To generate trading and investment risk reports timely and accurately.
• To perform daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products (i.e., fixed income securities, FX, interest rate and FX derivatives).
• To generate VaR, stress testing and backtesting reports, including ICAAP and regulatory stress test.
• To prepare monthly reports, ALCO report, market risk capital charge report and management executive summary for trading and investment book.
• To work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk.
• To develop and enhance market risk monitoring tools and reports.
• To participate in projects, process change, treasury system UAT and new product testing.
• To assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework

• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline.
• Ideally someone with more than 7 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.
• A 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.

Overview

Analyst, Traded Risk, Group Market Risk, Group Risk – Maybank, Kuala Lumpur, Malaysia.

• The Risk Control team under Group Market Risk (GMR) is the second line of defense responsible for managing, providing oversight and monitoring traded risk undertaken by Global Markets (GM).
• The scope spans across all GM trading centers with emphasis on monitoring GM’s exposures in Malaysia (GM’s largest trading center).
• Responsible to perform periodic reporting of traded risk to business, Management and Board
• Participate in the computation of Market Risk Capital Charge (MRCC) for Maybank Global and Maybank Group
• Perform periodic stress testing for both regulator and internal consumption
• As part of the team to ensure operational readiness of all new and/or variation of existing products / businesses undertaken by Global Markets

• A Degree in risk management, actuarial science, data analytics, finance, economics or statistics preferred.
• Programming background in VBA, Python are preferred
• Numerate and with a good dose of curiosity for Treasury products and market risk methods.
• Good team player with positive attitude.

• Associate

• Full-time

• Other

• Banking and Financial Services