About this role

Directs staff, develops strategy and controls execution of the Treasury Administrations function.
Recommends objectives, policies, and plans for the market and liquidity risk management.
Develops ways to improve efficiency, effectiveness, and productivity.
Supervises the Treasury Administration members.
Design/maintain the data repository and design/maintain standardized reports.
Heads the tasks assigned to the Treasury Administration section of the Department.
Provides feedback to the Head of the Department on work quality and accuracy.
Supports obtaining and analyzing data related to credit portfolio and monitoring process.
Develops and calibrates assumptions and methodology for liquidity tests and funding plans.
Designs risk management framework and policies.
Prepares and presents monthly risk and performance reports to management.
Teams with Business Continuity Management to implement BCM Program.

Masters degree or its equivalent in statistics or economics or in quantitative discipline.
CFA/FRM candidate or charter holder desired.
Proficient in Excel, Word, PowerPoint, Access.
Modeling understanding and capabilities.
Strong oral and written communication skills.
Strong quantitative and computer skills.

Market Risk Management Officer

Key skills