What are the responsibilities and job description for the Market Risk Management Officer position at Relevante?
Responsibilities:
Supervises the Treasury Administration members.
Design/maintain the data repository and design/maintain standardized reports.
Supervises the tasks that are assigned to the Treasury Administration section of the Department. Provides feedback to the Head of the Department on the quality and accuracy of the work performed. Provide support for obtaining and analyzing data related to the credit portfolio and credit risk monitoring process.
Develop and calibrate assumptions and methodology for the liquidity stress test and contingency funding plan test.
Design risk management framework
Develop risk management policies and procedures
Prepare and present monthly status of Branch risk and performance to management and Head Office.
Team with Business Continuity Management (“BCM”) to implement and maintain the BCM Program by ensuring the completion of business continuity deliverables for their department such as the regular review of the department Business Impact Analysis (“BIA”) and BCP, testing of BC Strategies, mitigation of identified resiliency risks, and promotion of Business Continuity awareness.
Performs other duties and responsibilities as assigned by management.
Requirements for the Market Risk Management Officer:
Masters degree or its equivalent in statistics or economics or in quantitative discipline.
CFA/FRM candidate or charter holder desired.
Proficient in Excel, Word, PowerPoint, Access.
Modeling understanding and capabilities.
Strong oral and written communication skills.
Strong quantitative and computer skills.