- Developing, reviewing and implementing market, IRRBB and liquidity risk management policies.
- Collaborating with Head Office in establishing the relevant risk limits and monitoring of risk exposures through various risk reporting
- Production of risk reporting for various stakeholders and senior management
- Performing analysis and attribution of portfolio P&L due to market movements.
- Daily market data collection and validation for accurate portfolio fair valuation.
- Monitor exposures to highlight key portfolio risks and areas of high limits utilization.
- Implementation of controls and processes to ensure adherence to policies and guidelines.
- Assist in the functional upgrade, perform User Acceptance Testing and support of the reporting system
- Evaluate changes in policy and regulatory requirements and conduct impact assessment
- Support ALCO as Secretariat
- Be a key contact point for market, IRRBB and liquidity risks, interacting with Treasury front office, Finance, and Group Head Office counterparts.
- 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.
- Candidates with Product Control, IT, Finance, or related MIS reporting experience are preferred. Knowledge of Treasury product is required
- Team player, self-motivated and resourceful
- Good command of English communication and good in IT literacy (Microsoft - Excel)
- Numerically inclined with a strong analytical mind
- Highly proficient in the use of Microsoft Excel, Excel macros and Access.
- IT skills in VBA and SQL would be ideal