AVP, Market & Liquidity Risk

JOB SUMMARY / INTRODUCTION

• AVP, Market & Liquidity Risk
• This position will assume responsibility in the Market Risk and Liquidity Risk Management. The responsibility covers the risk monitoring, risk reporting, regulatory reporting, risk governance, and risk analytics.
• He/she will work in partnership with Global Market in Asia to ensure that the balance sheet liquidity and capital comply with regulatory requirement and that the market risk are managed according to the desk’s mandate within the risk limits.
• The liquidity risk scope will also include the LCR, NSFR, liquidity stress test, IRRBB and liquidity risk modelling.
• The market risk scope covers the FX and Fixed-income asset classes; both cash and derivatives.
• The position will also take on counterparty credit risk, credit risk and ICAAP (wherever applicable according to local regulations) duties as needed.

KEY RESPONSIBILITIES