Market & Liquidity Analytics

Responsibilities

• Develop Methods Of Measuring Market Risk And Liquidity Risk As Well As Periodic Evaluation Of Measurement Methods Used Such As VaR, Corefund, Maturity Profile, Etc.
• Proposes The Amount Of Risk Appetite And Risk Tolerance For Market Risk And Liquidity Risk.
• Review Proposed New Products And/or Activities Developed By A Unit That Has Market Risk Exposure And Liquidity.
• Conduct Trials And Review Contingency Funding Plan Parameters.
• Provide Recommendations Through A Review Of The Adequacy Of Policies Proposed By Business Units And Other Policies Related To The Management Of Market Risk And Liquidity With Due Regard To Risk Appetite &risk Tolerance Bank.
• Conduct A Review Of The Parameters Of Assessment Of Market Risk Profile, Liquidity &Yield;
• Documenting Any Other Risk Management Activities That Have Been Undertaken;

Qualifications

• Minimum Education S1 (All Majors), preferably Financial Management, Accounting, Economics, Engineering, Informatics, Statistics and Mathematics
• Have at least 4 years of experience in the field of Market Risk management and/or Liquidity Risk management, or Treasury.
• Have work experience related to The Preparation of Reports and Monitoring of Market Risk and Liquidity.
• Have qualitative analysis and good quantitative data processing skills.
• Have an understanding of treasury banking financial and business products.