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. 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. 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, and maintenance of sophisticated market risk models (if any) to accurately measure and manage the bank's market risk exposures. Work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk. Develop and enhance market risk monitoring tools and reports. Participate in projects, process change, treasury system UAT and new product testing. Assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework. Rates Verification & Maintenance. Maintain Treasury system requirements where relevant to Market Risk Management. Job Requirements Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline. Ideally someone with more than 2 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. Self-starter, ability to work independently and a dynamic team player. Ability to multi-task and work well under pressure with commitment to deliver. Show more Show less