ASSISTANT MARKET RISK & ALM MANAGER – INTEGRATED RISK MANAGEMENT
- possess a degree or full professional qualification acceptable to the Bank. (Full or part qualification in CIMA would be an added advantage).
- possess a minimum of 3 years of post qualifying executive experience in banking/financial services sector.
- possess a fair knowledge on BASEL and risk management guidelines and application of risk management tools and techniques.
- have good analytical, problem solving and communication skills.
You will be responsible for,
- supporting the efficient and effective management of Market Risk, Liquidity Risk, Interest Rate Risk and quantification of risk related functions of the Bank.
- performing risk related ALCO functions such as computation of liquidity risk under stock approach, preparation of internal drivers of credit rating.
- facilitating business units for smooth operation of Customer Profitability Analysis (CPA) by reviewing the benchmarks, maintenance of the CPA system and performing sample validation.
- preparation and submission of timely and accurate information related to Assets & Liability Management.
- computation of loss given default (LGD) ratio for IFRS 9.
- conducting the overall bank Stress Testing.
- reporting under the concentration risk policy.
We are an equal opportunity employer. Any form of canvassing is discouraged.
Correspondence will only be with the short-listed candidates.
Click here to download the DFCC Bank application form and apply now via the below portal by 11 December 2019.
Senior Vice President (Human Resources)
DFCC Bank PLC, 73/5 Galle Road, Colombo 03
website – www.dfcc.lk