Job Summary
The role supports the Team Head in identifying, assessing, monitoring, and controlling risks related to market, treasury, trust, liquidity, and interest rate risk in the banking book. The position is responsible for risk monitoring, analysis, reporting, stress testing, and policy support, as well as contributing to the completion of the ICAAP and financial risk disclosures.
Duties and Responsibilities
- Monitors risk exposures and ensures compliance with limits (e.g. VaR, liquidity, capital adequacy).
- Performs risk measurements (e.g. VaR, EaR, EEVE, liquidity metrics) and stress testing.
- Prepares and submits risk reports to management committees (ALCO, ROC, TCOM).
- Supports ICAAP, financial disclosures, and audit requirements.
- Assists in risk policy review and enhancement.
- Coordinates with relevant units and validate risk data and reports.
Qualifications:
- Bachelor's degree in any field, preferably business-related course
- 1-3 years of cumulative experience in risk, treasury, or ALM
- Certifications (e.g. CFA, FRM) are a plus
- Knowledgeable in risk measurement tools
- Proficient in MS Office applications
- Excellent oral and communication skills
- Strong analytical and critical thinking skills
