Senior Executive, Risk Reporting and Monitoring

An exciting Senior Executive, Risk Reporting and Monitoring role has just become available at one of the top local banks based in Kuala Lumpur.

What you'll do:

• Prepare periodic and ad-hoc reports related to market risk.
• Monitor trading book positions to make sure that risk limits—such as delta, vega, and stop-losses—are being followed.
• Create and evaluate daily market risk reports, emphasising significant risk shifts, limiting usages, and
• Investigate structured positions within the trading book when unusual risk patterns or abnormalities are detected.
• Escalate significant risk breaches or anomalies to senior management, supported by relevant analysis and commentary.
• Perform routine maintenance on the market risk system and end-of-day procedures.
• Provide analytical commentary on the performance and risk profile of the market risk portfolio.
• Conduct ad hoc and periodic stress testing for market risk, including sensitivity testing and scenario analysis, with thorough observations and suggestions.

• Prepare periodic and ad-hoc reports related to credit risk.
• Evaluate share valuations and ceiling prices for share margin financing collateral on a quarterly and as-needed basis.
• Monitor the Credit Risk Appetite Statement and Key Risk Indicators on a monthly basis, ensuring alignment with risk governance.
• Conduct regular and ad hoc stress tests for credit risk, offering thorough analysis and insights.

What you'll bring:

• Currently pursuing or recently completed a degree in Finance, Economics, Mathematics, Statistics, Data Science, Quantitative Finance, or related fields.
• Basic to intermediate understanding of market risk metrics (VaR, Greeks, stress testing).
• Familiarity with Front Arena (FA), particularly for risk monitoring and VaR reporting.
• Excel proficiency (knowledge of VBA or Python is advantageous) for automating risk reporting.
• Strong analytical skills to investigate trading book risk exposures.
• Detail-oriented with strong problem-solving skills.
• Strong communication skills to liaise with traders, risk managers, and IT teams.
• Proactive in identifying potential risk control enhancements

What's next:

If you're ready to take your career to the next level through this Senior Executive, Risk Reporting and Monitoring role, apply today!

Apply today by clicking on the link!

Do note that we will only be in touch if your application is shortlisted.

Do note that we will only be in touch if your application is shortlisted.

Licence Number : JTKSM 423C