Executive recruitment consultant Monroe Consulting Group Indonesia is recruiting on behalf of Digital Banks in Indonesia. Our respected client is seeking a professional with suitable qualifications. The job is based in Jakarta, Indonesia.
Involved in all projects related to market and liquidity risk, developing risk models related to liquidity risk, simulating market and liquidity risk stress tests, setting up and evaluating liquidity risk appetite and risk limit, data support for ALCO, RMC & ROC Curve Analysis.
Responsibilities:
Regular reviews of:
- Market & Liquidity Risk Management Policy;
- Core Fund using Portfolio Replication Approach;
- Contingency Funding Plan (CFP);
- Policy of Short-Term Liquidity Facility by Bank Indonesia (PLJP BI);
- Off Market Rate for Treasury Transactions.
Help to advise on projects:
- LIBOR Discontinuation and Replacement by SOFR;
- Fundamental Review of The Trading Book (FRTB);
- Enhancement of Treasury System;
- Counterparty Credit Risk for Derivatives Transactions.
Help building Committee materials:
- ALCO (Stress Testing, Performances Using Sharpe Ratio);
- Risk Committee (Risk Profile).
- Monitoring Treasury Limit for Fixed Income, Structured Products and Derivatives
- Daily Mark-to-Market
Qualifications:
- Bachelor's / Master's Degree in a relevant discipline or equivalent practical experience.
- Minimum experience of 10+ years.
- Proven experience as someone in Enterprise Risk / Market Liquidity Risk within BFSI (Banking Financial Services Institutions) both in conventional and digital start-ups.
- Relevant working experience within market risk, asset liability management, product control or related.
- A strong background in data and analytics, economics market banking finance, combined with strategic thinking and leadership skills.
- Due to the nature of the work and business, you need to be agile and must have an excellent knowledge of risk methodologies which includes VaR, stress test, liquidity risk modeling and financial modeling. Those with experience in process improvement, UAT and system implementation would be preferred.
