Monitor Treasury trading activities and portolio risk profiles to ensure that they are operating within risk limits (Stop-Loss, DV01, FX Delta)
Ensure high level of integrity and accuracy in preparation of risl information/reporting
Highlight and escalate breaches/exceptions/issues ti relevant stakeholders in a timely manner
Reporting risk profile trends and issues to Treasury/HOD and make recommendations on portfolio actions
Responsible for bond definition and limits set up in the Trading System for Treasury and Coporate Banking
Conduct market stress testing to determine the ability of the Branch to withstand plausible servere adverese conditions, docoumeting the outcome and sharing results/recommendatuons with relvant stakeholders
Develop and review internal risk related guidelines and SOPs
Enhance and automate risk management reports and controls for improved quality and productivity efficiency.
