(Senior) Executive, Market and Liquidity Risk Management

Job Purpose Summary
The job-holder is responsible for
- In charging and maintaining the Market & Liquidity risk policies (including Counterparty Credit & Issuer Risk) and to achieve the overall risk appetite, SBV's regulation and Group policies.
- Preparing periodical risk reporting, commentary and analysis, covering market and liquidity risk, LDR, interest rate gap (Earning-at-Risk/Capital-at-Risk), re-pricing gap.
- Monitoring indicators related to Market & Liquidity risks and highlighting to management any triggers/ regulatory breaches as procedure.
- Managing limit of Counterparty in system (VTreasure).
- Participating in the ICAAP project in terms of Market & Liquidity risk matters.
- Assisting Council Risk Management Committee as Secretariat.
- Other tasks assigned by Risk Manager.
Key Responsibilities and Accountabilities
Functional (job responsibilities)
Market & Liquidity risk policies/ SOPs
- Manage and take care of Market & Liquidity risk policies (including Counterparty Credit & Issuer Risk policies) in terms of annual review or policy revision.
- Communicate and cascade the approved policies to relevant teams for conducting/alignment, including policy clarification/ policy consultation arising from daily operation.
- Provide commentary to relevant teams' guidance/SOPs (for example, Global Market Team, Finance Team) aligned with Market & Liquidity risk policies and the bank's risk appetite.
Monitoring indicators related to Market & Liquidity risks/ Counterpart's limit management
- Prepare the Market & Liquidity risk's indicators as requirements.
- Collect the relevant reports/ratios from stakeholders (Finance Team, HLBB, etc.)
- Monitor the indicators and highlight to Management level any triggers/ regulatory breaches.
- Prepare the frequent reports for relevant committees including ALCO, RC, CRCM, RRMC, etc.
- Preparing the stress-test reports/ simulations frequently (as internal requirements) or in ad-hoc (depending on the bank's liquidity situation or when required by Management).
- Register/Adjust the Counterparty's limit in the system based on the underlined documents/approvals from relevant stakeholders.
Others
- Assist Council Risk Management Committee as Secretariat.
- Participate in the ICAAP project in terms of Market & Liquidity risk matters.
- Other tasks assigned by Risk Manager.