Job Details:
RESPONSIBILITIES:
To support Manager in identifying, measuring, setting limit and monitoring market, liquidity and applicable trading risk exposures.
• Monitor all market & liquidity risk activities on a timely basis. This includes investigation and reporting of limit excesses for approval by the Regional/Group office.
• Provide analysis of risk exposures, market commentaries, analysis of variances, etc to Regional and Group Market Risk Office as and when required.
• Support the Manager to review and analyze key exposures, limits and their utilization in view of prevailing market conditions.
• Support the Mark-to-Market (MTM) process by ensuring that the MTM sources are updated and reflective of market rates/prices.
• Support the back-testing and stress-testing processes and perform other analyses where required.
• Daily production and distribution of market & liquidity risk reports to local, regional and Group recipients.
• Develop proactive engagement with business in pursuit of balanced risk / return positions via discussions on market, liquidity and applicable trading risk limits.
• Liaise with local Business Units in particular Financial Markets to provide market & liquidity risk support and analyses.
• Support the Manager to ensure compliance with Group Compliance Policies, Accounting and Operating Procedures and Codes, including Money Laundering.
• Contribute towards development of the Group’s strategic risk management capability and risk/return assessment and benchmarks.
• Establish and maintain control framework to ensure compliance with internal policies, procedures, CAD1/CAD2 requirements, Codes, and applicable external laws and regulations.
• Implement sound controls and consistent processes.
• Review of Product Programs (PPG) and Country Addendum.
• Maintain appropriate relationships with Regulators and Rating agencies and liaise with internal/external auditors.
• Represent Market & Traded Credit Risk in local Asset & Liability Committee and Executive Risk Committee meetings as required and help strengthen the control environment.
Qualifications and Skills
KNOWLEDGE, SKILLS AND EXPERIENCE:
• Must possess good understanding of market & liquidity risk concepts and application, ability to assess risk and approriate levels of return.
• Good knowledge of Financial Markets products, bank balance sheet management and other risk management concepts.
• Professional qualification in risk management, accounting and / or finance.
• Excellent analytical skills and sound judgement in a rapidly changing and often stressful environment.
• Good business acumen and multicultural sensitivity.
Should have knowledge of:
- market, liquidity and applicable trading risk models and methodologies
- market, liquidity and applicable trading risk regulations and guidelines
- workings of financial markets
- trading and risk management system platforms
Must possess good verbal and written communication skills.Enter qualifications and skills...
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