Market Risk Specialist

6 days ago


Taguig, National Capital Region, Philippines Maybank Full time

Your Role

The Market Risk Officer plays a pivotal role in developing and implementing risk management frameworks, policies, and methodologies that align with Maybank Group's strategic objectives.

Key Responsibilities:

  1. Ensure Compliance
  • Develop and review market risk frameworks, policies, guidelines, procedures, and methodologies to ensure alignment with local regulatory requirements, business strategies, and operating environment.
  • Coordinate with Head Office to incorporate risk limits for new business initiatives within approved risk parameters.
Risk Reporting and Analysis
  • Prepare daily and monthly compliance reports on market risk to MPI and the Parent Bank.
  • Monitor Global Markets activities using qualitative and quantitative risk measures.
  • Propose enhancements to risk reporting and streamline exposure analysis.
  • Identify weaknesses in internal controls and drive improvements.
  • Formulate scenarios and conduct stress testing exercises.
Surveillance and Governance
  • Elevate non-compliance issues to the CRO and relevant committees/business units.
  • Collaborate with Audit and Global Markets to investigate potential negligence fraud cases.
System Implementation and Data Management
  • Assist in implementing risk management infrastructure.
  • Conduct system testing to ensure consistency with established frameworks/policies/methodologies.
  • Participate in system testing of new products offered.

Your Profile

  • Bachelor's Degree in Banking, Finance, Mathematics, Statistics, Actuarial Science, or Accountancy.
  • At least 2 years of experience in Risk Management, Finance, Corporate Planning, or Treasury.
  • Treasury Certification (FRM/PRM) is an added advantage.


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