Manager - Market & Liquidity Risk Management - Investment Bank

Role (Overall Accountability):

- Responsible for measuring, analyzing, reporting and escalation of treasury risks, reviewing Treasury Policy, Derivative structures, regular transaction monitoring

- Responsible for measuring, analysing, reporting and escalation of investment risks, reviewing Investments Policy, review investment proposals for recommendation

- Negotiate and facilitate execution of ISDA, MRPA, CSA, GMRA and other related documentation

- Help comply with regulatory guidelines in the areas of Treasury, Investments, Asset management, Liquidity risk management etc

- Prepare the periodic Board and Management reports

- Undertake regular Liquidity stress testing for reporting to ALCO, submissions to bank's ICAAP & IFRS related processes

- Manage Treasury & Wholesale Banking Middle office role independently

- Review country and bank limit proposals for setting up limits

- Adhoc projects - Basel/ other such Regulations and system automations

Personnel Specifications

- CA/MBA preferably with FRM or PRM

- Minimum of 8 years work experience in a bank with specific exposure to the areas of Treasury, Investments Banking and/or Trade Finance activities

- Basic skills in computers and quantitative techniques

- Knowledge of using Bloomberg, Reuters systems, Treasury systems such as Murex