To monitor the market & liquidity risk of the Bank and the Treasury department’s daily activities, and to further develop and strengthen risk policy and models, adhering to regulatory requirements and best international standards and practices.
1. Market & Liquidity Risk Governance
- Assist in reviewing and developing market and liquidity risk appetite, limits, policy, procedures and liquidity contingency plan.
- Assist in reviewing investment policy and liquidity management policy.
- Preparing ALCO proposals, working documents and reports.
- Assist in reviewing annual business plans
2. Market & Liquidity Risk Monitoring
- Update market, liquidity, and counterparty risk models and stress testing models with latest positions and risk factors
- Deliver timely market & liquidity risk reports, including monitoring and escalation of early warning indicators and risk metrics against approved benchmarks & limits
- Deliver insightful market & liquidity risk analysis
3. Treasury Middle Office
- Monitor Treasury limits compliance, and ensure documentation and escalation of breaches to appropriate authorities.
- Monitor, track and maintain record of Treasury deal rates, volumes, tenors, counterparties, and brokers.
- Circulate daily / monthly reports including Treasury limits compliance, revaluation, P&L and deal rate checking.
- Assist in reviewing Treasury operating manual.
- Coordinate with Treasury front and back offices with regards to risk-related queries or any further information.
4. Risk Modeling
- Assist in developing and strengthening market & liquidity risk models and stress testing models
- Update counterparty limits, dealer limits and insurance companies limits using approved models
- Assist in reviewing models for credit and operational risk in collaboration with credit and operational risk teams
- Assist in development and execution of holistic stress testing models for annual business plans
Knowledge, Skills, Abilities & Other attributes
- Preferred ACCA / CA Inter, CFA level 1 or 2, or graduate university degree in business administration, finance, or equivalent)
- Knowledge of investment products, accounting and finance principles and financial modeling.
- Strong technical and analytical skills. Highly proficient in word processing, spreadsheet, and presentation applications.
- Exhibits and upholds KMBL’s values and social performance objectives
Duration and nature of previous experience
- Minimum 2 years’ experience, preferably in the area of financial risk. Previous banking experience or audit firm experience would be preferred.