Market and Liquidity Risk Management Manager

Location Ho Chi Minh
Category Finance & Accounting
Job reference 9944
Salary 80.000.000-120.000.000
Job type Permanent
Consultant email
Consultant contact no 844 3974 45 74
Date posted Mar 26, 2020
Job Description
  1. Developing, reviewing and implementing market, IRRBB and liquidity risk management policies.
  2. Collaborating with Head Office in establishing the relevant risk limits and monitoring of risk exposures through various risk reporting
  3. Production of risk reporting for various stakeholders and senior management
  4. Performing analysis and attribution of portfolio P&L due to market movements.
  5. Daily market data collection and validation for accurate portfolio fair valuation.
  6. Monitor exposures to highlight key portfolio risks and areas of high limits utilization.
  7. Implementation of controls and processes to ensure adherence to policies and guidelines.
  8. Assist in the functional upgrade, perform User Acceptance Testing and support of the reporting system
  9. Evaluate changes in policy and regulatory requirements and conduct impact assessment
  10. Support ALCO as Secretariat
  11. Be a key contact point for market, IRRBB and liquidity risks, interacting with Treasury front office, Finance, and Group Head Office counterparts.

Job Requirements
  1. Degree holder majoring in Business, Finance or equivalent professional certifications with relevant experience in a financial institution. Advanced qualifications like Masters in Finance, CFA, FRM/ PRM would be advantageous.
  2. Candidates with Product Control, IT, Finance, or related MIS reporting experience are preferred. Knowledge of Treasury product is required
  3. Team player, self-motivated and resourceful
  4. Good command of English communication and good in IT literacy (Microsoft - Excel)
  5. Numerically inclined with a strong analytical mind
  6. Highly proficient in the use of Microsoft Excel, Excel macros and Access.
  7. IT skills in VBA and SQL would be ideal