Market Risk Compliance Analyst

Roles and Responsibilities

• Responsible for accurate and timely preparation of risk reports and market data updates.
• Monitor trading activities against approved limits (e.g. VaR, stop‑loss, position limits).
• Provide independent second‑line oversight over front office trading activities and challenge excessive or unusual risk‑taking behaviour.
• Identify market risk concentrations, perform market risk analysis and monitor limit utilizations.
• Ensure timely escalation of limit breaches and remediation of actions.
• Responsible for UAT testing of new products, system upgrades, changes in model, curves or methodologies to ensure correct risk identifications, measurements, implementations, and reporting.
• Perform annual review and alignment of risk policies/procedures to Head Office, incorporating local regulatory requirements.
• Ensure adherence to market risk processes and regulations (e.g. Bank Negara Malaysia, MAS...