Market Liquidity Risk Management Sr. Specialist
Market Liquidity Risk Management Sr. Specialist
home credit indonesia- Posted a month ago
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Job Description
Job Descriptions:
- Drive Enterprise Risk Management (ERM) Framework & Policy
- Monitoring Risk Appetite & Risk Appetite Limit (RAL)
- Counterparty Credit Risk Management to ensure the exposure remain within approved limit.
- Liquidity & Funding Risk Management. Full compliance on liquidity monitoring metrics (Cash in Hand, 30DLR, Stress Test, etc.). Liquidity Contingency Plan (LCP) and trigger reporting are prepared.
- Market Risk Management (Interest Rate Risk and FX Risk exposures are maintained within approved risk appetite. Book Value of Equity (BVE) monitoring and stress testing are conducted regularly)
- Risk Governance & Committee Management.
- Reporting & Regulatory Deliverables (Soundness Level, Risk Profile, and other regulatory reports are complete and accepted. Conglomeration reporting and stress testing)
- Develop, implement, and monitor the effectiveness of Enterprise Risk Management (ERM) Framework across the Company
Requirements:
- Experience 8 years in Enterprise Risk Management, Financial Risk, Market & Risk Liquidity, Treasury/Asset Liabilities from Banking or Financial Services.
- Strong background in Financial Analysis, Financial Risk, Asset Liabilities, Market Liquidity.
- Combines risk and finance. A lot of interaction with finance team.
- The person needs to be quite independent in working
- Fluent in English is a MUST
More Info
Key Skills
Risk Appetite Limit (RAL)
Liquidity Funding Risk Management
Liquidity Contingency Plan (LCP)
Book Value of Equity (BVE) Monitoring
Counterparty Credit Risk Management
Enterprise Risk Management (ERM) Framework
FX Risk
Conglomeration Reporting
Liquidity Monitoring Metrics
Risk Governance Committee Management
Interest Rate Risk
Cash in Hand 30DLR Stress Test

