7 August 2020

An exciting opportunity to be part of the Risk Management Group in the banking industry as a Risk Reporting Analyst.

Mandatory Skill(s)

  • Possess a Bachelor’s Degree in disciplines like Finance, Accounting or Economics;
  • Must have strong background in Interest Rate Risk Banking Book (IRRBB);
  • Knowledge of Earning at Risk (EaR), Value at Risk (VaR), Economic value of Equity (EVE) and Net Interest Income (NII) at risk;
  • Should have substantial amount of understanding in Asset and Liability Management;
  • Must have strong expereince of working on Excel or VBA;
  • Effective communicator with excellent communication skills;
  • Team player with good analytical skills.

Desirable Skill(s)

  • Knowledge in IRRBB Standard prevailing regulatory requirements;
  • Work expereince in Banking industry.

Responsibilities

  • Take care of the full delivery process in the aspects of IRRBB reporting;
  • Study and look into data integrity issues, trends and variances in models, exposures and results;
  • Cooperate with IT to further automate and improve data processing flow;
  • Assist in functional enhancements;
  • Support reporting system and carry out User Acceptance Testing whenever needed.
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