RESPONSIBILITIES

• Develop, review and implement market, interest rate risk in the banking book (IRRBB) and liquidity risk management policies.
• Collaborate with Head Office in establishing the relevant risk limits and monitoring of risk exposures through various risk reporting.
• Simulate and evaluate the impact of new transactions/products on liquidity, market risk and IRRBB profile.
• Produce risk reporting for various stakeholders and senior management.
• 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 related project, analyze project requirement, perform User Acceptance Testing and deliver project responsibilities within the deadlines.
• Evaluate changes in policy and regulatory requirements and conduct impact assessment.
• Support ALCO as Secretariat.

REQUIREMENTS

• 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 Liquidity and IRRBB management experience are preferred. Knowledge of Treasury product is required.
• Team player, self-motivated and resourceful.
• Good command of English communication.
• Numerically inclined with a strong analytical mind. Highly proficient in the use of Microsoft Excel,
• Excel macros and Access. skills in VBA and SQL would be ideal.