An organisation is searching for a Director within Treasury Risk Controls, please see some of their job details below. 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. Roles And Responsibilities To generate trading and investment risk reports timely and accurately. To perform daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products (i.e., fixed income securities, FX, interest rate and FX derivatives). To generate VaR, stress testing and backtesting reports, including ICAAP and regulatory stress test. To prepare monthly reports, ALCO report, market risk capital charge report and management executive summary for trading and investment book. To work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk. To develop and enhance market risk monitoring tools and reports. To participate in projects, process change, treasury system UAT and new product testing. To assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework. [LEADERSHIP]: To manage a team of staff working together to promote greater risk standards and instill market risk discipline in the development and propagation of market risk infrastructure, culture and practices. [LEADERSHIP]: To instill risk discipline and respect for the risk governance in accordance to approved market risk policies. [LEADERSHIP]: Establish conducive environment to facilitate appropriate risk management discussion(s)/negotiation(s) with Treasury business and/or support units (Finance, Audit, Compliance etc) to promote the intended risk standards/culture. [RISK ANALYTICS]: Analyze and recommend appropriate standards, methodologies or controls that would improve the risk standards of Group Market Risk Management. [RISK ANALYTICS]: Perform reasonableness assessment of business market strategies and analyse the impact of various risk scenarios under market duress scenarios. The results will then be used to advice Head of Group Market Risk on the appropriateness or reasonableness of the bank's present market risk stance. Skills/Knowledge Degree with major in Risk Management, Financial Engineering, Quantitative Finance/ Economics, Actuarial, Statistics, Engineering or related discipline. Ideally someone with more than 7 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 Excellent oral and written communication skills in English with strong presentation skills. Familiar with various treasury system is preferred. Assertive and demonstrate capacity to communicate effectively across all levels. Able to work under pressure and handle multiple tasks simultaneously in a fast-paced business environment. Dynamic, analytical and meticulous. Strong analytical skills. Good project management skills and negotiation skills. Strong grasp of Microsoft Office applications Able to deliver projects on time. Self-motivated and hands-on leader and a good team player. #JPKR #JPKR