Reporting Officer, RMD (Market & Liquidity Risk Desk)

Job Description

Title: Reporting Officer, RMD (Market & Liquidity Risk Desk)

Company Name: NRB Bank Ltd.

Vacancy: Not specific

Job Location: Anywhere in Bangladesh

Employment Status: Full-time

Educational Requirements:
∎ Masters degree in any discipline
∎ MBA/ MBM/ Masters from any reputed University.

Experience Requirements:
∎ 4 to 5 year(s)

Job Responsibilities:
∎ Monitoring on ongoing basis the risk-taking activities and risk exposures in line with the board approved risk appetite, risk limit and corresponding capital or liquidity needs (i.e. capital planning);
∎ Ensuring that Treasury calculates interest sensitive assets and liabilities properly for determining the impact of interest rate fluctuation on the profitability of the bank;
∎ Measuring interest rate risk of the bank by applying various tools such as sensitivity analysis, duration gap analysis etc.;
∎ Monitoring foreign exchange related risk such as exchange rate risk through VaR, maintenance of FX related limits, repatriation of export proceeds, outstanding of overdue accepted bill, reconciliation of long pending Nostro account transaction etc. through concerned departments;
∎ Measuring equity price risk by using various tools like VaR and monitoring the same to keep market exposure safe and sound;
∎ Ensuring that Treasury prepares Structural Liquidity Profile, projected sources and uses of fund, statement of total time and demand liabilities and calculates all regulatory liquidity ratios such as CRR, SLR, ADR, LCR, NSFR, MCO, WBG, Undrawn Commitment etc.;
∎ Regularly monitoring liquidity ratios, liability concentration, growth of asset and liability including off-balance sheet items, Asset-liability of off-shore banking unit etc. to manage liquidity risk;
∎ Playing major role in setting liquidity strategy;
∎ Assessing opportunity loss resulted from improper liquidity management;
∎ Conducting and developing Stress -Testing activity to understand shock resilience capacity of the bank;
∎ Utilizing the Stress Test result and scenario analysis to better understand potential risk exposures under a variety of adverse circumstances;
∎ Analyzing Stress Testing report, finding out the vulnerable areas that are needed to be addressed and accordingly advising the same to senior management and board to ensure maintenance of adequate capital for absorbing any unforeseen losses;
∎ Any other tasks as assigned for smooth operation of RMD.

Additional Requirements:
∎ Age at most 35 years
∎ At least 4 to 5 year(s) experience in Banking Industry.
∎ Exposure in statistical analysis or data analytics would be considered an advantage.
∎ Candidate must have minimum 2 years' experience in Treasury - Mid Office with any Banks' Head Office.

Salary:
∎ Negotiable
∎ Salary and Designation will depend on the experience and background of the selected candidates

Application Deadline: October 3, 2019

Company Information:
∎ NRB Bank Ltd.
∎ Address : NRB Bank Ltd., Corporate Head Office, Simple Tree - Anarkali, 89 Gulshan Avenue, Gulshan ? 1, Dhaka, Bangladesh.
∎ Web : http://www.nrbbankbd.com/

Category: Bank/Non-Bank Fin. Institution

Read Before Apply: NRB Bank deserve the rights of accept and reject any application without assigning any reason.