Manager, Liquidity & Market Risk VN

Liquidity and Market Risk:

• To drive in depth analysis on liquidity and market risk ratio as regulatory body requirements

• To ensure that the Bank comply with regulatory requirements in liquidity risk management

• Ensure compliance with regulatory guidelines and assist in regulatory and financial inspections

• Understanding rules, regulations and policies across CIMB and how these are interconnected and aggregated

• Take responsibility as a second line of defence for liquidity and market limit monitoring and address any potential risk issue

• Work with CIMB VN stakeholders and Group CoE to conduct luquidity/market stress test, funding test etc.

• 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:

• Designing and implementing an overall risk management report for the organisation, which includes analysis of the regulatory ratios as well as internal observation ratios.

• 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

• Establishing risk appetite the company are willing to take

• Preparing risk management material (regulatory ratios, internal observation ratios)

• Explaining the internal risk posed by corporate governance to stakeholders

• Conducting Group policy and compliance audits, which will include liaising with related stakeholders

• Work closely with Group centre of excellence on technical liquidity and market risk models and analysis

• 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

• Knowledge of liquidity and market risk, credit risk, finance and accounting skills.

• Knowledge of regulatory requirements in relation to credit risk, liquidity risk, market risk, non-financial risk management.

• Decision-making.

• Demonstrated managing and leadership skills.

Personal skills

• Good communication and interpersonal skills.

• Highly motivated and committed.

• Capable to work as a team as well as organize, plan and work with minimal supervision.