Manager, Liquidity & Market Risk VN

Liquidity and Market Risk:
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To drive in depth analysis on liquidity and market risk ratio as regulatory body requirements
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To ensure that the Bank comply with regulatory requirements in liquidity risk management
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Ensure compliance with regulatory guidelines and assist in regulatory and financial inspections
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Understanding rules, regulations and policies across CIMB and how these are interconnected and aggregated
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Take responsibility as a second line of defence for liquidity and market limit monitoring and address any potential risk issue
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Work with CIMB VN stakeholders and Group CoE to conduct luquidity/market stress test, funding test etc.
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Partcipate in the Bank’s funding plan.Provide analysis that is useful for the Bank to optimise funding cost as well as ensuring robust liquidity risk management.
Liquidity and Market Risk:
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Designing and implementing an overall risk management report for the organisation, which includes analysis of the regulatory ratios as well as internal observation ratios.
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Performing a risk evaluation: Evaluating the company’s risks, and comparing potential risks with criteria set out by the company such as limit and regulatory requirements
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Establishing risk appetite the company are willing to take
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Preparing risk management material (regulatory ratios, internal observation ratios)
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Explaining the internal risk posed by corporate governance to stakeholders
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Conducting Group policy and compliance audits, which will include liaising with related stakeholders
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Work closely with Group centre of excellence on technical liquidity and market risk models and analysis
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Drive to maximise the use data and analytic tools to perform analysis, automate liquidity and market risk calculation and reporting to achieve accuracy and automation.
Job Specification
A minimum of a Bachelor’s Degree or its equivalent in relevant fields, and in possession of relevant professional or post graduate qualifications
More than 8 years working experience of similar capacity.
Technical/Functional skills
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Knowledge of liquidity and market risk, credit risk, finance and accounting skills.
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Knowledge of regulatory requirements in relation to credit risk, liquidity risk, market risk, non-financial risk management.
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Decision-making.
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Demonstrated managing and leadership skills.
Personal skills
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Good communication and interpersonal skills.
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Highly motivated and committed.
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Capable to work as a team as well as organize, plan and work with minimal supervision.