Business Function Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure. This role sits within the Assets & Liabilities Management (ALM) Risk Control team. The role encompasses handling of controller duties, such as risk monitoring and control of business units as well as ad-hoc project assignments, with a focus on Commercial Book Market Risk. Responsibilities
Monitor market developments and perform risk assessment to ensure risks are actively identified with appropriate measurement, monitoring and control. Tasks include assessment of new product requirements and impact arising from new regulatory requirements
Responsible for limit monitoring, investigation and escalation of breaches.
Liaise with business partners to understand proposed strategies and risk implications
Perform risk profile and stress testing analysis for internal and regulatory reporting
Assess and participate in commercial book market risk capture system enhancements
Minimum 8 years of working experience, of which, at least 3 years of relevant experience in market risk / asset liability management role in a bank
Knowledge in Commercial Banking products preferred, with experience in application of commercial loans/deposits behavioural models and commercial book risk control methodologies
Good understanding on market developments such as IBOR transition and implications on commercial book market risk computation
Familiar with prevailing regulatory requirements on IRRBB Standards
Practical experience in data and system enhancements / implementation
Excellent communication and interpersonal skills
Good team player, result-oriented with strong sense of ownership
Apply Now We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.