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
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…).
Yêu Cầu Công Việc
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.
