Market Risk Manager SK Finance Ltd

About SK Finance Ltd

Job Description

You will be responsible for building and implementing the Liquidity Risk Framework (LRM), strategies, and practices in accordance with regulatory guidelines. This includes adopting Liquidity Risk Monitoring Tools and leading deep dive and ad-hoc projects on Liquidity and Treasury Risk matters. You will coordinate with various teams such as Businesses, Treasury, Risk, IT, and Reporting teams. Additionally, you will produce and deliver risk presentations to senior management and regulators. You will also be involved in setting up and reviewing the Market Risk and Counterparty Credit Risk Policies/Frameworks. It will be your responsibility to propose amendments based on changes in risk profile due to shifts in the Bank's strategy, products, and regulatory requirements. You will play a crucial role in setting/reviewing market risk limits and assisting in presenting them for approval to the relevant committees. Moreover, you will monitor the Market Risk limits as per the approved policies and review the pre-approved list of investments. Managing Interest Rate and Currency Risk will be part of your duties as well. Furthermore, you will conduct Stress Testing from Liquidity and Market Risk perspectives and review the exposure in Hedging positions and forward contracts taken by the company to assess the risk coverage. Your expertise and insights will be vital in ensuring effective risk management and compliance with regulatory standards.,