Market Risk Analyst

1.1 Market Risk Management
- Adherence market risk management policies and oversees the effectiveness and administration of market risks-related policies at the Branch to ensure the compliance with both H.O and local regulation requirements.
- Daily capture, monitor, control and reporting of the Bank’s market risk required by H.O and local authorities on periodical basic, and ensure these are reported accurately.
- Closely monitor market risk limits, review, monitor and follow up early warning Indicators/ warning trigger and limit excess process.
- Conduct checking documents, conditions, due date monitoring and market facilities before / and registration into relevant systems
- Perform Market Conduct Monitoring according to Bank’s policies.

1.2 Funding Liquidity Risk Management
- Prepare regular reports on liquidity management and production of Basel III reports.
- Handle reports of liquidity metrics like Funding Liquidity Balance Sheets/ LCR/NSFR/Cash flow Maturity Ladders/ H.O Liquidity Ratios.
- Conduct funding liquidity stress tests and improve liquidity risk measurement practices. Quantify and assess the impact of stress scenarios on internal economic capital and liquidity requirements.
- Participate in preparation of supporting documents for the different risk management committees
- Assist in the market risk quantification in any related project (CAR, ICAAP process etc.)

1.3 Other tasks:
- Report to SBV, Management and Head office periodically and when required
- Study, set up, amend and review manual/procedure to meet any changes in local regulation/Head Office requirement
- Safe keeping and periodical checking / reconciliation of original documents.
- Other operations as instructed by the Management.

- University degree majoring in Economics, Banking, Finance, Accounting, etc.;
- Acquiring knowledge and implementation experience of local regulations (Cir. 13- Internal control system, Cir. 41- CAR ratio and Cir. 22-prudential ratios) is preferable;
- Experience of working with banking products such as Corporate, Transaction Banking and Global Market is advantageous;
- Great command of English (especially in writing & reading);
- Good computer skills (Microsoft Excel, Word, PowerPoint)
- Good interpersonal communication and negotiation skills.
- High spirit of team work and ability to work under high pressure

- Combined Personal Accident & Health Insurance for staff
- 12 days of annual leave per year
- Professional working environment

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