Analyst/Senior Analyst, Market Risk Management

Headquartered in Tokyo, Sumitomo Mitsui Banking Corporation (SMBC) is a leading global financial institution and a core member of Sumitomo Mitsui Financial Group (SMBC Group). Built upon our rich Japanese heritage since 1876, we put our customers first and provide seamless access to, from and within the Asia Pacific region. SMBC is one of the largest Japanese banks by assets and maintain strong credit ratings across our global integrated network. We work closely as one SMBC Group to offer personal, corporate and investment banking services to meet the needs of our customers.

With sustainability embedded within our strategy and operations, we are committed to creating a society in which today’s generation can enjoy economic prosperity and well-being, and pass it on to future generations.

SUMITOMO MITSUI BANKING CORPORATION MALAYSIA BERHAD - SMBCMY

Job Summary

1. Monitor and report SMBCMY balance sheet profitability by observing the market environment and overall liquidity position in the monthly ALCO report.
2. Assist Head of MRM with the identification and development of Market Risk Management’s policies, limits/guidelines, procedures and related risk management system.
3. Assist Head of MRM to derive the most appropriate strategy in terms of the mix of assets and liabilities in order to generate optimum levels of quality earnings and to guard against the potential consequences of market volatility, interest rate movements, liquidity constraints, foreign exchanges exposure and capital adequacy requirements.
4. Assist to ensure all strategies conform to SMBC-MY’s risk appetite and the level of risk exposure acceptable by the Head Office/BOD/Management.
5. To be part of the back-up system to ensure the continued functionality of this unit in undertaking its daily tasks.

Job Responsibilities

1. Conduct proper monitoring of the Treasury Front Office (TFO) activities in general.
2. Monitor the prices, rates and liquidity in the financial market on daily basis.
3. Check and monitor risk limits, compliance and performance against the approved limits/threshold.
4. Check Front Office functions which relate to MRM for example; discrepancies and/or irregularities of transaction whereby MRM should; (a) give instruction/warning/caution; (b) investigate and seek material explanation from the respective department concerned.
5. Assist Head of MRM to monitor dealing activities for abnormalities in transactional activities to ensure no unknown activities to the Bank.
6. Update Head of MRM, respective Department Heads and Senior Management of any exceptional transaction.
7. Register Treasury limit applications approved by ALCO into the “OBS” and “FOX” systems.
8. Prepare reports on market risks related concern which includes Daily FX Position, Foreign Exchange Profit Loss and Money Gap on daily basis.
9. Conduct detailed analysis and stress test simulations with regards to interest rate and liquidity risk exposure and its impact on the Bank.
10. Prepare report on depositors profile and depositors concentration.
11. Assist Head of MRM in facilitation of risk identification, measurement and control.
12. Undertake ad-hoc tasks as assigned by Head of MRM/Senior Management from time to time.
13. Produce report as and when required by the Management in response to internal or external parties requirement e.g. Accounting & Regulation Reporting Department, BNM, RAM, Fitch etc.
14. Document and record systematically all relevant processes and workflows to enable knowledge dissemination in Market/Liquidity Operation Manual.
15. To work on Basel 3 requirements for Market Risk such as LCR and NSFR reports, both for quarterly submission to BNM and monthly to ALCO.
16. To work on stress test.
17. Working with IT to automate regular reports from Excel based on IT-controlled system based.

Job Requirements

1. University Graduate.
2. Preferably with traded or non-traded market risk experience.
3. Good numerical skill.
4. Able to communicate with internal and external stakeholders.