Manager / Senior Manager - Risk Reporting & Middle Office - Risk Management Division

• Performs TID Middle Office functions like daily monitoring of various limits not limited to Counterparty / Country / Stop loss limits / VaR limits, etc. and ensures reporting and follow up of exceptions.
• Monitors of daily liquidity risk limits and timely reporting of any exceptions.
• Prepares of Liquidity early warning indicators on a weekly basis and analyzes the reasons of the output.
• Analyses the rollover of time deposits on a weekly basis.
• Prepares and analyses the liquidity risk concentration limit status on a monthly basis.
• Computes the Earnings at Risk and Economic Value of Equity on a monthly basis and analyses the reasons behind the variance.
• Prepares the Monthly Risk Management Report and analyses the reasons behind significant variances.
• Performs ICAAP on a quarterly basis and stress test exercise on a half yearly basis and prepares the relevant internal and regulatory reports with detailed analysis on a timely and accurate manner.
• Prepares of other internal quarterly reports like reputational risk report, strategy report, Camel BCOM report, Market / Liquidity / Interest rate risk monitoring report, Subsidiary ICAAP report, etc. in a timely and accurate manner.
• Liaises with Central Bank and other stakeholders and handle queries related to ICAAP and Stress tests.
• Prepares IFRS9 rating report for Corporate / Banks, etc. in a timely and accurate manner and send to FP&C facilitating ECL computations.
• Liaises with FP&C and other relevant business divisions related to quarterly IFRS9 staging reports and ensures timely follow-up.

Accreditation:

• FRM mandatory. 
• Other qualifications like CFA / PRM / CQF, etc. added advantage.

Language and Computer Skills:

· Computer Skills: Advance Excel user including Excel VBA / Basic usage of R

• English Skills: Fluent