JOB PURPOSE
Plays a vital role in protecting the organization from potential market-related losses, ensuring compliance with regulatory standards, and actively monitoring & reporting risk limits to maintain a sound risk management framework. This role demands an understanding of financial markets and analytical skills that help in safeguarding the organization's financial health.
DUTIES & RESPONSIBILITIES
§ Conduct quantitative and qualitative assessments of market risk factors, including interest rate risk, foreign exchange risk, equity risk, and commodity risk.
§ Monitor market risk exposures to ensure they remain within established risk limits and take prompt action in cases of limit breaches.
§ Monitor daily treasury group activity and report movements at the portfolio level.
§ Generate market risk position reports to maintain effective oversight on market risk exposure.
§ Keep oversight on traders dealing limits and review their end-of-day activity report/deal summary report.
§ Perform stress tests and scenario analyses to assess how extreme market conditions could affect the organization's financial position.
§ Analyze historical market data and perform statistical modeling to forecast potential market movements and assess their impact on the company's portfolio.
§ Collaborate with trading desks and other relevant departments in implementing strategies to mitigate market risk.
§ Stay updated on market developments, economic indicators, and industry trends that could impact the organization's risk exposure.
§ Effectively communicate market risk findings and strategies to various stakeholders, including senior management, traders, and compliance officers.
§ Analyze the balance sheet to ensure all market risks are identified and understood
§ Coordinate with different (internal) departments to ensure automation and enhancement on market risk reporting, their accuracy, and timeliness, and ensure these systems remain up-to-date.
§ Develop Market risk reports for Risk Committee.
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