Treasury Risk Officer for Banking Book
1 day ago
**Job Description**
The Financial Institution Risk Management Expert is responsible for identifying, assessing, monitoring, and controlling liquidity risk and interest rate risk in the banking book.
- Developing and implementing policies for managing liquidity risk and interest rate risk in the banking book.
- Working closely with the MRM Team Head to complete and deliver the ICAAP document.
- Supporting the development of treasury risk reports presented to ALCO.
**Responsibilities**
- Preparing weekly treasury risk reports presented to ALCO, including RBCAR/CET1 limit compliance, unimpaired capital, and SBL position.
- Performing monthly estimations of the Bank's Interest Rate Risk (EaR and EVE) and liquidity risk (MCO).
- Conducting monthly stress testing of the Bank's EaR, EVE, and MCO profile.
- Leading the completion of quarterly industry benchmarking of key performance indicators.
- Assisting in the completion of reports covering Interest Rate Risk and Liquidity Risk profiles for ALCO and ROC.
**Skills and Qualifications**
- Graduate of any business-related course.
- Relevant certifications are a plus (CFA, FRM, etc.).
- Experience in performing VaR calculations, re-pricing gap, and maturity gap.
- Proficient in MS Office applications.
- Excellent written and oral communication skills.
- Strong analytical and critical thinking skills.
**Our Company Culture**
We value teamwork, innovation, and customer satisfaction.
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