7 August 2020
An exciting opportunity to be part of the Risk Management Group in the banking industry as a Risk Reporting Analyst.
- 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.
- Knowledge in IRRBB Standard prevailing regulatory requirements;
- Work expereince in Banking industry.
- 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.