Market Liquidity Assistant

Location Hanoi
Industry Financial Services - Banking, Insurance
Category Finance & Accounting
Job reference SHN016
Salary 17,000,000VND
Job type Permanent
Consultant email ha.phamthu@manpower.com.vn
Date posted Mar 27, 2020

​KEY RESPONSIBILITIES

1. Market Risk Management

  •  Adherence market risk management policies and oversees the effectiveness and administration of market risks-related policies at the Branch to ensure the compliance with both H.O and local regulation requirements.

  • Daily capture, monitor, control and reporting of the Bank’s market risk required by H.O and local authorities on periodical basic, and ensure these are reported
    accurately.

  • Closely monitor market risk limits, review, monitor, and follow up early warning Indicators/ warning trigger and limit excess process.

  • Conduct checking documents, conditions, due date monitoring and market facilities before / and registration into relevant systems

  • Perform Market Conduct Monitoring according to Bank’s policies.      

2. Funding Liquidity Risk Management

  • Prepare regular reports on liquidity management and production of Basel III reports.

  • Handle reports of liquidity metrics like Funding Liquidity Balance Sheets/LCR/NSFR/Cash flow Maturity Ladders/ H.O Liquidity Ratios.

  • Conduct funding liquidity stress tests and improve liquidity risk measurement practices. Quantify and assess the impact of stress scenarios on internal economic capital and liquidity requirements.

  • Participate in preparation of supporting documents for the different risk management committees

  • Assist in the market risk quantification in any related project (CAR, ICAAP process, etc.)

 3. Other tasks:

  • Report to SBV, Management and Head office periodically and when required

  • Study, set up, amend and review manual/procedure to meet any changes in local regulation/Head Office requirement

  • Safe keeping and periodical checking / reconciliation of original documents.

  • Other operations as instructed by the Management.

REQUIRED SKILLS/ EXPERIENCE

  • University degree majoring in Economics, Banking, Finance, Accounting, etc.

  • Acquiring knowledge and implementation experience of local regulations (Cir. 13- Internal control system, Cir. 41- CAR ratio and Cir. 22-prudential ratios) is preferable

  • Experience of working with banking products such as Corporate, Transaction Banking and Global Market is advantageous

  • Great command of English (especially in writing & reading)

  • Good computer skills (Microsoft Excel, Word, PowerPoint)

  • Good interpersonal communication and negotiation skills

  • High spirit of team work and ability to work under high pressure