Liquidity risk management Intern
Main responsibilities:
1. Daily work.
- Execute the ICAAP/ILAAP (liquidity stress test) on semi-annual basis: continuously enhance the methodology to estimate the impact of scenario on balance sheet, capital and liquidity position.
- Execute the Liquidity ratios following Basel 3 (LCR/NSFR)
- Analysis & Liquidity & IRRBB risk reports on monthly basic
- Operation engine calculation: Liquidity/IRRBB/ EIR….
- Forecast and setup liquidity ratios limit.
2. Liquidity models and measurements:
- Update/monitor and maintain the business requirement document of Liquidity & IRRBB report, EIR-IFRS9; In charge of testing the accuracy of these engines.
- Develop risk metrics, tools (LCR, NSFR…) for Liquidity
- Develop measurement for IRRBB (earning at risk, economic at risk…).
Requirements
Professional qualification:
- Graduate university or higher level on major Finance – Banking, Economics; Econometrics and other related majors.
- FRM or CFA certificate is plus.
Skills:
- Proficient in computer skills, especially Excel and SQL;
- Fluent user in English speaking, writing, reading and listening;
- Strong communication skills, team-working skills and problem solving skills;
Benefits:
- Working in a dynamic and professional environment, at the most hunted areas in the market
- Working with leading experts in risk management
- Have the opportunities to learn and train the practical knowledge of risk management
- Have the opportunities to become a full-time employee after 4-9 months.
