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Market and Liquidity Risk Specialist

Job title: Market and Liquidity Risk Specialist
Location:
Specialisation: Banking & Financial Services / Insurance
Salary: VND 240,000,000 - 360,000,000 (Annual)
Reference: PR/094272
Contact details: Vu Thu Thuy (Harper)
Contact email: thuy.vu@jac-recruitment.com
Job published: October 24, 2024 19:15
Work Arrangement: Onsite

LOCATION

Hanoi

 

COMPANY OVERVIEW

A large bank

 

JOB RESPONSIBILITIES

  • Participate in planning and implementing risk management strategies to ensure compliance with market risk, interest rate risk on the bank book, and liquidity risk frameworks.

  • Assist in training and guiding senior officers and officersand propose training programs to develop their skills and capacity.

  • Develop processes for MR, IRRBB, and LR analytics and controlassess the impact of regulations, and set risk indicators and limits.

  • Analyze portfolio risks, conduct stress tests, and develop liquidity contingency plans to manage and mitigate risks effectively.

  • Work on capital measurement methodologies, collaborate on data managementand support risk transformation initiatives under professional guidance.

 

JOB REQUIREMENTS

  • Experience: At least 5 years in analyzing MR, IRRBB, LR, ALM, or over 3 years in related finance and banking fields.

  • Expertise: Proficient in market risk, IRRBB, liquidity risk, ALM management, and analytics.

  • Treasury Operations: Understanding of Treasury operations, interbank activities, and financial market products.

  • Education: Bachelor’s degree in Finance, Risk Management, Financial Mathematics, with a preference for CFA or FRM certifications.

Apply online or feel free to contact for more information about this opportunity. Due to the high volume of applicants, we regret to inform that only shortlisted candidates will be notified. Thank you for your understanding.

  

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