Job Purpose

Provide management with independent and objective end-to-end Market, Treasury and Credit Risk oversight in line with the Enterprise Risk Management Framework and Operational Risk Frameworks

Key Responsibilities/Tasks

Operational Risk:

• Leading on preparation of annual Risk Appetite statement (RAS) and Internal Capital Adequacy Assessment Process (ICAAP) document for the bank for Group reporting.
• Coordinating the annual stress testing exercise process (Annual cyclical stress) for the Group and the quarterly regulatory stress testing reporting for the bank.
• Leading on development and maintenance of country specific Liquidity Risk, Capital risk, Market Risk Frameworks and Policy: including assisting on Liquidity Standards development by Treasury.
• Leading and coordinating the drafting of country specific Capital Risk, Liquidity Risk and Market Framework and Policy Addendums with group KROs including assist on Capital Risk, Liquidity Risk and Market Risk Standards Addendum development by in-country Treasury.
• Reviewing and recommending (if appropriate) improvements on Liquidity, Capital and Market Standards and other documents to Funding Risk KRO, in-country CRO and Treasury management. Aim is to provide innovative solutions, for example suggesting improvements in the way resources are allocated.
• Providing expertise on Capital and Liquidity risk and input to key Group initiatives.
• Representing the Risk team, for example on our approach to managing Funding risks– from time to time, which includes calls or meetings with regulators (home and host) or internal/external auditors.
• Reporting on and monitoring market risk exposures against predefined limits on a daily and timely basis.
• Investigating Market Risk Present Value (PV) and completeness of reconciliations and resolve exceptions daily.
• Investigating and resolving back-testing market risk exceptions daily.
• Reviewing and signing off on risk metrics daily.
• Reporting on and monitoring exposures against predefined limits daily including building an understanding of capital requirements and the drivers thereof to provide business with insights to making trading / hedging decisions.
• Participating in new product / business developments, significant change processes and complex trade reviews by performing risk assessment.
• Monthly monitoring of the risk weighted asset of all risk type.
• Review the Key Risk Assessments (KRAs) for completeness, with appropriate challenge.
• Provide effective advice and support to Key Risk Owners (KROs) in resolving governance concerns or in matters related to new governance and regulatory requirements (excluding those within the remit of other enabling functions e.g., Compliance)
• Risk Appetite: Communication of guideline documents on appetite, advice and support to the business in defining the level of risk appetite the Bank is prepared to accept, engage country management teams including the respective KROs on achieving specific appetite targets, support incorporation of agreed appetite levels into the Budget process, analyses performance against set appetite targets and report including continuous proactive process reviews to the improve control environment with a view to avoiding Expected Loss.
• Review and monitor approved sector concertation limit.
• Perform a snap check on asset onboarded during the quarter

Compliance Risk:

• Daily monitoring of transactions and report any suspicious transactions to Head of Risk and Compliance

 Audit Compliance

• In liaison with Heads of Departments, follow up on Audit Agreed Recommendation Plans (ARP) queries and reports

 Administration:

• Inform and advice the management regarding proposed and pending regulatory changes
• Support the Head of Risk and Compliance in preparing risk related reports eg. MRC, ALCO, Board papers etc.
• Prepare training materials for risk and compliance related trainings whenever required
• Perform any other duties as may be assigned by the immediate supervisor from time to time

Skills, Knowledge, and Abilities

• Knowledge of banking industry and banking regulatory frameworks
• Critical Thinking and Problem Solving skills
• Analytical and Math Skills
• Knowledge on Microsoft Applications
• Interpersonal Skills
• Communication skills

Academic / Professional Qualifications

• Bachelor’s degree in Business Administration, Banking, Finance or related field

Working Experience Required

• A minimum of 3 years working experience