• Daily monitoring of market and liquidity risk position of the bank
• Daily sign-off of key risk metrics including default exposure and market value
• Analyze daily risk drivers and correlation between market variables and risk factors
• Frequent discussion with trading desk on risk taking, market color, regulatory environment and limit framework
• (Co)develop credit strategies for key names
• Design, build and improve position risk reports to enhance business risk return profile
• Analyze results from stress testing and back testing
• Participate in projects improving risk system infrastructure
• Contribute to policy and process guide update and development
• Understanding the markets, particularly liquidity and ability to distribute risk
• Review and improve methodologies used to determine collateral value lending and risks in products traded in Wealth Management
• Produce innovative and restructuring solutions to resolve clients’ margin-calls and portfolio restrictions issues (i.e. concentration risks, hedging)
• Advises Relationship Managers on issues involved with short term borrowing, credit utilization, credit violations, margin lending and collateral lending on funded asset
• Liaising with Finance and Treasury to establish the operating and control procedure for market risk regulatory reporting.
• Formulating risk data flow and control procedure. Leading the Risk Control Self Assessment process on principal market risk and significantly lower the residual risk.
• Design and implement a core market risk analytic engine to support a new trading platform and new product development
• Set up trading risk frameworks for new products and prepare analysis reports for bank’s executives and committee
• Quantitative Risk Modeling of financial exposures and Valuation of derivative structures using modern Financial Risk Management analysis tools
• Responsible to assist in design, development, implementation & maintenance of Credit, Market, Operational Risks management strategies, policies and procedures i.e. to mitigate losses associated with the Liquidity, Outreach and default on loan, debt, swap, or other counterparty instruments. Responsibility also includes reviewing a change in the value of a security, contracting or asset resulting from a change in the counterparty’s creditworthiness to support bank financial position
• Ensure and implement the bank’s enterprise risk management system within approved Risk Management policies, processes and plans. Understands the bank’s ERM Risk appetite and strategies. Ensuring that risk management strategies are aligned with corporate objectives and approved ERM risk appetite
• Develop & implement internal/ external risk models/ systems for scenario analysis and stress testing for identification and quantification of risks in all three domains. Responsible and Development the Risk Register, Bank wide Loss database, KPIs & KRIs and Risk Control Self-Assessment framework
• Provide proactive risk management coaching/mentoring/training for staff at all levels in the organization. Developing professional capability of Risk Management staff through on-the-job training and staff training programs
• Liaise with Internal Audit, Compliance and Treasury & other business units in order to ensure that reviews and assessments are carried out with risk in mind, and to avoid duplication of work. Ensure to arrange RMC meetings, preparation of agenda and assuring implementation of RMC decisions
• Produce and supervise regularly scheduled (monthly, quarterly, etc.) management reports for Senior Management, Regulators and other key Stakeholders related to Credit, Market & Operational Risks. Analyze and validate output for accuracy and identify/correct deficiencies as warranted
• Perform any other duty as assigned.

Finca is an EOE.