- Conduct investment risk analysis including performance, attribution, exposure, value-at-risk (VaR), scenario analysis, and stress testing for investments with focus on credit investments.
- Monitor compliance for the Group's treasury activities and assess portfolio risk exposures/limits and raise issues when risk levels may be inappropriate.
- Manipulate large data sets to explore and graphically visualize recent trends and relationships related to financial risks (credit, market, liquidity, and capital) using statistical software.
- Amalgamate subsidiary risk exposures into Group risk exposures, analyse Group exposures, identifies details of any inconsistencies with stated risk appetite/policies and make specific recommendations on areas for improvement.
- Supports the preparation of financial risk management reports (interest rate risk, liquidity risk, credit risk etc.), as well as preparation of reports for consolidation for the VM Financial Group.
- Works with the financial reporting unit and other departments to develop, enhance and manage forecasting models used in estimating/projecting future business performance.
- Monitors and analyzes counterparty credit risk of financial and business partners as well as credit and interest rate risk of investment portfolio.
- Assists with project assignments, financial reporting, and financial modelling of historical and forecasted cash flows, regression, and sensitivity analysis.
- Assist with the maintenance and improvements of market risk tools and frameworks to ensure they are relevant and supportive of the growth objectives of the Group.
- Aid in the formulation of analytics/models for measuring and monitoring market, liquidity, and capital adequacy risk across VM Group subsidiaries.
- Assists in maintaining a professional risk control environment that is conducted within risk limits, processes, and standards set for regulatory and operational risks of the Group and as reviewed by the Auditors/Examiners
- Monitors and submits recommendations to management for:
- limits for market and liquidity risk, including VAR, cash flow gaps, dependency, and concentration
- market and liquidity risks associated with the company’s portfolio, using VAR model or other appropriate methodology
- hold/sell/buy position for the Company’s portfolio and submits list to the Risk Manager for approval
- reports and escalates cases of non-compliance with position limits (e.g., change in procedure, in limits or in personnel)
- Produce reports and presentations that outline findings, explain risk positions, and recommend changes to the Asset and Liability Committeee, Group Investment Management Committee and Enterprise Risk Management Committee, as necessary.
- Perform any other related duties which may be assigned
DEADLINE FOR APPLICATIONS IS JULY 19, 2023 |