Officer, Liquidity Risk and Interest Rate Risk Management

Description:

The successful candidate will play a key role in supporting the Liquidity Risk and Interest Rate Risk Management functions. Responsibilities include day-to-day risk monitoring and reporting for the Bank’s portfolios, enhancing the risk management system, and preparing ad hoc reports and analyses for management and stakeholders.

Responsibilities:

• Execute regular monitoring and reporting processes for liquidity and interest rate risk management

• Identify and quantify liquidity and interest rate risk exposures related to the Bank’s activities. Ensure proper escalation, authorization, and reporting for any limit breaches

• Assist in the development, enhancement, and implementation of risk management systems and frameworks. Gather user requirements and conduct user acceptance testing

• Conduct stress tests on various risk factors, both on a scheduled and ad-hoc basis

• Assist in reviewing limit structures, policies, and procedures to ensure compliance with latest regulatory standards and requirements

• Provide support in the review and assessment of new products from a risk management perspective

• Work closely with Finance, Treasury, and other relevant departments to address liquidity and interest rate risk issues

Requirements:

• Bachelor’s degree in Risk Management, Economics, Finance, Quantitative Analysis, or related disciplines.

• 1-2 years of experience in asset-liability management or market and liquidity risk management is preferred

• Strong analytical and problem-solving skills

• Self-motivated, proactive, and independent with excellent organizational skills

• Ability to identify innovative approaches to existing work methods and foster a culture of continuous improvement.

• Proficient in data mining and computer skills, particularly in Excel, VBA, SQL, SAS, and Python