Job Description
About the Role:
Position Objective
Responsible for managing, monitoring, and ensuring the accuracy of market risk reporting for both internal management information system (MIS) purposes and regulatory reporting requirements. This role supports compliance with regulatory requirements, provides comprehensive market risk analysis, and enhances the effectiveness of reporting processes and risk data management.
Key Responsibilities
Regulatory Reporting
- Prepare and submit market risk reports to regulators in a timely manner and in compliance with applicable regulations, including:
- Market Risk RWA (Risk-Weighted Assets) calculations: Standardized Approach for Market Risk, Market Risk Capital Charge, Capital Reconciliation, and Capital Adequacy Ratio (CAR) related to Market Risk.
- Capital Adequacy Assessment Process reporting (ICAAP).