Support in the planning and implementation of the market risk policies, market risk management framework and internal controls, and ensure its compliance by the different business units
Preparation of Management report to RMC and ALCO committee
Identify emerging risks and control issues
Daily monitoring of CRR.
Serve as Treasury Middle officer to review and approve all treasury dealings before system booking.
Monitor exchange rates, and interest rates and update the daily spot/monthly average prices database
Monitoring of set limits for compliance and promptly flagging triggers to the Head of Risk.
Review and analysis of the treasury manual and system blotters for correctness and accuracy.
Review and analysis of Balance Sheet Ratios and limits (Internally and Regulatory).
Maintain Revaluation rates.
Scanning financial markets for relevant data to positions held by the bank, both financial and regulatory.
To monitor liquidity risk, establish trends of liquid assets to total assets or liabilities over time.
Carry out stress tests on liquid and interest-bearing assets and liability gaps to establish liquidity and interest rate risks.
Analyze foreign currency assets and liabilities and do stress tests to establish foreign currency exchange risk.
Respond to ad hoc requests from the business, risk management or regulators.