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Position Objective

• To identify, measure, manage and report IRRBB and liquidity risk of the balance sheet (e.g., deposits segmentation and concentration).
• Highlight to Group Assets and Liabilities Committee (GALCO) and Group Board Risk Management Committee (GBRMC) the areas of risk and weaknesses.

Key Responsibilities

• Develop, review, and refine market risk policies.
• Market risk policies include but are not limited to: Market Risk Management Framework and Policy, Liquidity Risk Management Framework and Policy, Contingency Funding Plan.
• Research, develop, review and refine behavioural risk models and assumptions for LCR, NSFR, IRRBB, St...