Risk Management - Market and Liquidity Risk

Responsibilities

• Able to perform the calculation of market and liquidity risk exposures according to Basel III requirements for Buku 3 banks
• Ensure adequate frameworks for market and liquidity measurements including management and regulatory requirements
• Develop a collaborative relationship with regulators, local, and regional risk stakeholders to help detect and mitigate risk related to the movement in the market and its impacts on market and liquidity risk
• Ensure all policies and procedures in the country are complied with and ensure proper and updated documentation is in place for in-country policies and procedures
• Proactive in seeking regular assurance that areas of responsibility are performing to an acceptable risk and control standards and address control weaknesses note in an appropriate timeframe or escalated through the relevant committees
• Ensure that effective management response plans are in place to respond to extreme but plausible stress scenarios in the country
• Recommend changes to the process control environment or to business practices, where necessary, to reduce the level of risk exposure within the agreed appetite
• Balance business performance delivery and cost management with risk and control matters to ensure that it does not materially threaten the Bank, while remaining within risk appetite
• Lead and drive standardisation, automation, and consolidation through re-engineering and process improvement initiatives for the country market and liquidity risk management

• 5+ years in banking (min 3 yrs in Market & Liquidity Risk)
• Proficient in Market and Liquidity Risk measurement (EVE, VaR, LCR, NSFR, IRRBB, etc.), stress test, and Balance Sheet management
• Experience in managing project and multiple stakeholders
• Have practical knowledge on data/report automation and SDLC.
• Preferably (not mandatory) having experience in data query language (SQL) and BI tools