Manager, Liquidity & Market Risk VN

This job holder is responsible for Liquidity/Market Risk and Non-Financial Risk to ensure that CIMB Bank Vietnam is in line with the Group’s guidelines. This includes:

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 defense for liquidity and market limit monitoring and address any potential risk issue
• Work with CIMB VN stakeholders and Group CoE to conduct liquidity/market stress test, funding test etc.
• Participate in the Bank’s funding plan. Provide analysis that is useful for the Bank to optimize funding cost as well as ensuring robust liquidity risk management.
• 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 maximize 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 (Soft Competencies [Core/Leadership])

• 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.

With operations that span 15 different markets across the region, the opportunity to expand your experience, test your capabilities, and exhibit your resilience is ample.  #teamCIMB  is always keen to welcome the ones who are ready to make that very special difference – for themselves and the bank.