About the Company:
Talent Insider is an upcoming HR Consultancy Service, founded in 2021. Our clients have been some of the leading brands in Indonesia, and this service continues to expand.
Registered in Singapore & Indonesia, we can assist with your growth plans and strategies, and continue to expand our regional presence with strong regional partners to assist our client in recruitment and branding strategy.
Job Description:
- Enhance And Maintain Liquidity Risk Management, Interest Rate Risk In The Banking Book (IRRBB), And Banking Book FX Risk Management Processes
- Liaise With Vendor And IT Colleagues To Implement Liquidity Risk And IRRBB System, Including Communicating And Clarifying User Requirements, Vendor Management, Design, And Conducting UAT
- Build Financial Modeling Tool To Calculate VaR, Sensitivities, Stress Testing For Vanilla Financial Products
- Assist In The Calibration Of Liquidity Risk And IRRBB Assumptions
- Formulate And Review Related Procedures
- Responsible For Limit Monitoring, Investigation,and Escalation Of Breaches. Liaise With Business Partners To Understand The Proposed Mitigation Plan
- Prepare Market And Liquidity Risk Reports On A Regular Basis To Ensure Accuracy Of Reports And Propose Preliminary Risk Mitigation Strategie
- Correspond With Internal And/or External Auditors, Senior Management, And Other Market Professionals On Market Risk And Liquidity Risk-related Matters
Job Requirements:
- Bachelor's degree, preferably in Statistics, Mathematics, Economics
- Familiar with regulatory requirements on liquidity risk or market risk
- At least 5 years of experience in liquidity risk control, market risk control, or asset-liability management roles
- Experience in data analysis and data processing is preferred
- Good interpersonal skills, with the ability to establish and maintain effective working relationships both within and across business units
- Effective communication in English & Bahasa
Skils:
Recruiter :
