Job Description:
Latest Job Information from Company CIMB Group Holdings Berhad as position Executive Officer, Traded Credit Exposure MY. If Job Vacancy Executive Officer, Traded Credit Exposure MY in Malaysia matches your criteria, please send your latest application/CV directly through the latest and most updated job site Jobkos.
Every job may not be easy to apply for, because as a new candidate / prospective employee must meet several qualifications and requirements according to the criteria sought by the Company. Hopefully the career information from CIMB Group Holdings Berhad as the position Executive Officer, Traded Credit Exposure MY below matches your qualifications.
Key Responsibilities:
- Daily Oversight: Manage all facets of the traded credit risk process, encompassing monitoring, system maintenance, reporting, and providing analytical support to the Credit Risk Management teams. Analytical support includes, but is not limited to, exposure calculation for exotic or complex portfolios, gap analysis in the monitoring process, and serving as the primary point of contact for all traded credit risk issues by liaising with other stakeholders.
- Internal Methodology Implementation: Establish and implement internal PSR methodology within the Group and report to external parties (such as BNM) as and when required.
- Risk Assessment: Evaluate counterparty pre-settlement risk and other types of credit risk on new business initiatives and products.
- System and Process Familiarity: Demonstrate familiarity with treasury systems and business processes, as well as regulatory and simulation-based counterparty risk methodologies.
- Market and Liquidity Risk Assessment: Assess the inherent market and liquidity risks in approved and proposed treasury products. Review and validate collateral haircuts for treasury-related activities.
- Ad-Hoc Analysis: Provide ad-hoc portfolio risk analysis at the counterparty level upon request. Scrutinize market risk conditions and perform stress testing of customer portfolios as required.
- Regional Coordination: Advise and support other countries on implementing relevant frameworks to synchronize counterparty risk methodology and framework regionally.
- Regulatory Compliance: Understand regulatory requirements on counterparty risk-related subjects and prepare reports (MTM, CVA, SACCR etc.) to relevant stakeholders.
- Simulation Engine Testing: Conduct testing on the simulation engine to ensure simulation methodologies and results are accurate and robust.
- System and Business Continuity Testing: Participate in system testing, business continuity testing, and ad-hoc projects.
Job Requirements:
- Experience: Preferably experienced in quantitative model development/validation for counterparty risk, market risk, or derivative pricing.
- Educational Background: Degree in a quantitative field (e.g., Quantitative Finance, Financial Engineering, Financial Mathematics, Actuarial Science/Statistics, Mathematics, Physics).
- Technical Skills : Proficient in Excel (including advanced functions and VBA), Python, SAS, and other programming languages or analytical tools.
- Product Knowledge: Good knowledge of derivatives, OTC, and exchange-traded products in any asset class.
- Regulatory Knowledge: Familiarity with Basel regulatory requirements (e.g., SA-CCR, CVA risk) is advantageous.
- Analytical Skills: Strong analytical skills and a motivated team player.
- Certifications: PKMC/FRM/PRM certification or CFA candidates will be an advantage.
Job Info:
- Company: CIMB Group Holdings Berhad
- Position: Executive Officer, Traded Credit Exposure MY
- Work Location: Malaysia
- Country: MY
How to Submit an Application:
After reading and understanding the criteria and minimum qualification requirements explained in the job information Executive Officer, Traded Credit Exposure MY at the office Malaysia above, immediately complete the job application files such as a job application letter, CV, photocopy of diploma, transcript, and other supplements as explained above. Submit via the Next Page link below.
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