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
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