About the Role:
As a Market and Liquidity Risk Executive Officer, you will support the Bank's market and liquidity risk management by developing risk management frameworks, monitoring risk exposures, conducting risk analysis and stress testing, and preparing risk reports for management and regulatory authorities. You will ensure that market and liquidity risks are effectively managed in line with the Bank's risk profile, business strategy, risk appetite, and applicable regulatory requirements. You will also contribute to the development of methodologies, systems, and strategic initiatives that strengthen the Bank's Asset and Liability Management (ALM).
Key Responsibilities:
- Support the development and enhancement of the Bank's market and liquidity risk management framework, ensuring alignment with business objectives and regulatory requirements.
- Support the review and implementation of market and liquidity risk policies, procedures, limits, and governance practices.
- Monitor and assess the Bank's market and liquidity risk exposures, and identify emerging risks and potential issues.
- Perform risk analysis and stress testing to evaluate the potential impact of adverse market and liquidity conditions and support risk mitigation initiatives.
- Support Asset and Liability Management (ALM) activities by providing risk analysis and insights to facilitate effective balance sheet and liquidity management.
- Prepare and communicate market and liquidity risk reports, analyses, and recommendations to support management decision-making.
- Contribute to strategic projects and continuous improvements related to market risk, liquidity risk, ALM, risk systems, and regulatory initiatives.
About You:
- Bachelor's degree in Finance, Economics, Accounting, Mathematics, Statistics, Business Administration, or a related discipline.
- Minimum 2–4 years of experience in Market Risk, Liquidity Risk, Asset and Liability Management (ALM), Treasury Risk, Financial Risk Management, or a related function within the banking or financial services industry.
- Good understanding of market and liquidity risk management principles, including Fundamental Review of the Trading Book (FRTB), risk measurement methodologies, stress testing, ALM concepts, and applicable regulatory requirements.
- Strong analytical and quantitative skills, including the ability to perform financial modeling, scenario analysis, and interpret complex financial and risk data to generate actionable insights.
- Proficiency in SQL and/or Python to support data analysis, financial modeling, automation of risk calculations, and development of reporting tools is highly desirable.
- Knowledge of banking regulations related to market and liquidity risk, including Basel standards and local regulatory requirements, is highly desirable.
- Strong written and verbal communication skills with the ability to prepare clear risk reports and effectively communicate risk issues to management and cross-functional stakeholders.
