Oversee daily treasury middle and market liquidity risk management operations, ensuring compliance with companies' policies to mitigate unforeseen risks and losses. Market risk encompasses both banking and trading books.
Utilize Excel files and system operations to assess the Mark-To-Market value of financial instruments and market liquidity risk positions, collaborating with Treasury front and back offices. Monitor adherence to loss limits and risk positions.
Conduct internal monitoring procedures on dealer activities, market behavior, accounting practices, and data reconciliation.
Investigate any anomalies or irregularities uncovered during assessments, checks, and processes, promptly reporting findings to management and during ALM Committee meetings.
Offer risk-based insights on market conditions, risk analysis for upcoming bank products/services, stress testing, and more.
Enhance the robustness of risk measurement processes, model governance, and data management practices.
Job requirements:
Possess a university degree or higher qualification.
2+ years of relevant working experience.
Proficient in basic Excel, Word, and PowerPoint.
Familiarity with Reuters and Bloomberg, or programming skills like Macro/VBA/Python, would be advantageous.
Strong problem-solving and analytical abilities.
Effective communication and interpersonal skills with a proactive attitude.
Fluent in English.
Candidates with less experience may be considered for the position of Officer.