Market & Liquidity Risk Staff

Job Description:

1. Reporting on Market and Liquidity Risks and assisting the Liaison Officer to the Treasury Product Development team and other supporting units.
2. Assisting in the development of market and liquidity risk management policies and methodologies, including Market Risk Management Guidelines, Liquidity Risk Management Guidelines, and other high-risk areas in accordance with internal and external regulations.
3. Conducting the process of identifying, measuring, and controlling market and liquidity risks on a bank-wide basis and performing regular monitoring and reporting.
4. Acting as a counterpart for risk-taking units in the execution of treasury, market, and liquidity transactions.
5. Inputting risk limits and authorities related to the Bank’s treasury products from the Treasury unit into the treasury system (project-based, at least annually).
6. Assisting in the middle office function, ensuring transaction compliance with existing limits in the treasury system (daily) and performing daily valuation of interest rate trading book portfolios and exchange rates in the front office dealing room program (daily, if available).

1. Willingness and the ability to learn quickly.
2. Minimum 1-3 years of experience in Risk Management (Fresh Graduates are welcome).
3. Resilience related to work volume, scheduling and prioritization.
4. Have high initiative and attention to details.
5. Ability to think analytically in order to solve problems and make decisions.
6. Able to work in fast-paced environment.
7. Good interpersonal skills to build relationships.