Market and Liquidity Risk Management - MLR

I. Job Purpose:
Market and liquidity risk management position to ensure all the compliance and monitoring tasks for all market and liquidity risk management follow the Group framework as well as the local regulations.
II. Key Accountabilities:
1. Ensure the entire branch activities are made in line with regulatory guideline and internal policies and procedures in terms of market and liquidity risk control aspects.
2. Monitor on overall branch activities in terms of market and liquidity risk aspects.
3. Establish a risk governance framework for DBS HCMC branch complying with the Group standard
4. Provide senior management, ALCO of DBS HCMC branch with independent and timely assessment of relevant information for managing the branch's risk (related to market and liquidity).
5. Provide advice, risk commentary and guidance on DBS HCMC branch business issues and help business comply with the Group and regulatory requirements on risk controls
6. Attend and provide comments/sign-off for new product/services rolled out on market and liquidity risk aspects.
III. Job Duties & Responsibilities:
1. Risk Analysis and Control
• Conduct daily monitoring of utilization against risk control and risk appetite limits for market & liquidity risk management and escalate issues to management and head office timely.
• Perform independent investigation and provide ratification for limit breach and approval for limit change within the approved DoA in a timely and appropriate manner.
• Ensure sound understanding of local risk profile and trading strategies and escalate material risks, issues and vulnerabilities to relevant authorities.
• Conduct a regular review on Vietnam market & liquidity risk position and limits e.g. annual limit review, liquidity ratios & assumption review, etc.
• Prepare agenda for ALCO related to MLR
• Provide senior management, ALCO with independent and timely assessment of the relevant information for managing the branch's risk portfolios.
• Calculate liquidity ratio and other ratios related to MLR to comply with SBV requirements. Do propose to local ALCO for any revised internal threshold for liquidity ratio and other related to IRRBB ratios for local compliance.
• Prepare the annual report related to MLR as required by SBV and ICAAP reports for Market and liquidity risk.
2. New Products / Customer Satisfaction
• Participate in a new product approval process of the branch, conduct an independent review on new products and provide a sign-off on behalf of RMG-MLR.
• Attend a weekly head office NPA call and seek for approval of head office on new products of DBS HCMC branch.
3. Policies
• Roll-out risk framework locally
• Develop addendums to Group policies covering local requirements
• Ensure business and support units understand the risk framework
4. Regulations
• Ensure understanding and compliance of all new and existing local regulations
• Compile an inventory of regulations pertaining to market, liquidity and operational risk
• Conduct regular check up with internal control check-up lists of RMG-MLR.
• Perform local regulatory risk assessment evaluation on half year basis, in line with Capital Market Requirements.
5. Other tasks assigned by Line Manager and Management