Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
Currently in the treasury risk/middle office at Bank Negara Malaysia with responsibility in managing the risks and monitoring the performance of the overall investments of the reserves. Strong technical and project management skills.
1. Lead a team of risk analysts to manage and report significant areas of treasury risk to the relevant stakeholders. 2. Identify and assess the emerging trend of market risk on investments through close monitoring of market developments and the risk levels. 3. Analyse performance attribution on a risk adjusted basis and provide advice on risk mitigation strategy. 4. Formulate, propose and implement risk framework, policy and guidelines to manage key market risk areas, including stress testing and simulations based on market scenarios. 5. Provide advisory role on the formulation of risk-related framework beyond treasury area (including impairment and capital buffers) leveraging on the risk management’s expertise 6. Provide business expertise for the development and review on system solution and data inputs related to market risk and performance monitoring, including routine system maintenance and troubleshooting.
1. Lead the creation of the data & analytics team covering the reserves management and financial market operations. 2. Lead the development, recommend, implement, and review of systems, policies, procedures, and protocols to manage the data requirements of the department effectively. 3. Lead the development and deployment of a data management and a business intelligence platform to ensure data is accurate, fit-for-purpose, and of high quality, and to enable self-service reporting and analysis for various stakeholders. 4. Manage effective data stewardship to ensure data is properly received, transformed, stored, archived, and made accessible on a timely basis to all stakeholders. 5. Lead the creation and maintenance of rich interactive visualizations through data interpretation and analysis integrating various reporting components from multiple data sources.
1) Middle Office System - Currently leading a team to procure a new performance system for the reserves' investments - Responsible for managing the existing risk and performance system to ensure figures are produced accurately and in a timely manner 2) Performance and attribution - Responsible for calculating the performance of various assets and funds in the international reserves. - Responsible for calculating attribution for the multi-asset investment hierarchy and specific asset classes 3) Market Risk - Responsible to perform periodic and ad-hoc risk analysis on broad topics such as equity market, ESG, liquidity etc - Responsible for reviewing and revising various investment and risk frameworks
1) Benchmark Review - Responsible to provide independent risk assessment during the investment benchmark review - Responsible for calculating the different scenarios of risk-adjusted returns based on the various benchmark compositions. 2) Performance and attribution - Responsible for calculating the performance of various assets and funds in the international reserves. - Responsible for calculating attribution for the multi-asset investment hierarchy and specific asset classes 3) Market Risk - Responsible to perform periodic and ad-hoc risk analysis on broad topics such as equity market, ESG, liquidity etc - Responsible for reviewing and revising various investment and risk frameworks
• Managed short-term portfolio of foreign exchange reserves, including investments in multi-currency money markets instruments such as deposits and short-term papers • Facilitated liquidity of foreign exchange reserves through daily reconciliation of cash flows and continuous engagement with other portfolio managers to ensure funding and requirements are balanced • Evaluated investment opportunities on other asset classes and markets and made the appropriate recommendation by assessing the risk-return of investments