Head, Market & Liquidity Risk
On-sitePetaling Jaya, Selangor, Malaysia
Job Summary
Design and maintain the bank's overarching risk policies, frameworks, and procedures for Market and Liquidity Risk. Establish risk appetite and risk-taking limits by collaborating with business units to devise and calibrate bank-wide strategies. Review and approve complex transactions while driving advanced analytics to enhance monitoring infrastructure. Oversee IRRBB governance, modeling, and capital quantification under the ICAAP framework to ensure adequate buffers against extreme shocks. Execute liquidity stress testing models and produce high-quality reporting dashboards for the Board and executive leadership. Represent the Risk Department in working groups and forums to evaluate regulatory changes in Singapore.
Required Qualifications
- At least 12-15 years of progressive experience in Market and Liquidity Risk Management within the banking or financial services sector
- Bachelor's degree or higher, preferably in a quantitative field
- Expert-level knowledge of treasury operations, market risk, liquidity management, and asset-liability management (ALM)
- Deep understanding of financial instruments, secured financing, securitization, and derivative products
- Advanced quantitative, technical, and analytical capabilities
- Prior programming or risk-modeling experience
- Exceptional written and verbal communication skills
- Proven ability to articulate complex financial problems and solutions into clear, concise executive messaging
- Strong presence with experience presenting critical metrics and risk positions to the Board and executive leadership teams
- Self-starter who is highly motivated, organized, and adaptive to a dynamic environment
- Strong project management skills to oversee multiple high-priority initiatives simultaneously
Desired Qualifications
- Prior programming or risk-modeling experience is highly preferred
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