Assistant Manager, Treasury Risk Controls, Group Market Risk Management

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, an...