Assistant Manager - Market Risk Management Unit

Job Profile / Key Responsibilities:

• Operational & Administrative Support: Carry out the day-to-day functions of the Treasury Middle Office (TMO) and Market Risk Management Unit, providing comprehensive operational support to the Head of the Unit to ensure efficiency, accuracy, and compliance across all market risk activities.

• Proposal & Risk Review: Assist the Head of the – Market Risk in reviewing market risk implications of proposals submitted by the Treasury and other business units, providing timely evaluation and recommendations to the Chief Risk Officer (CRO).

• Policy & Limit Review: Actively participate in the annual review and revision of Treasury and Market Risk policy documents, guidelines, and Treasury limits  in alignment with regulatory frameworks.

• Stress Testing & Risk Analytic: Develop stress testing scenarios covering Market Risk and Liquidity risk exposures including Foreign Currency (FCY) exposures, and maturity gap analysis of different asset and liability classes.

• MIS & Dashboard Development: Enhance Management Information Systems (MIS) by developing or upgrading Market Risk indicators, dashboards, and automated tools for market risk portfolios, including support for Bangladesh Operations.

• Risk Data Management: Support the development and maintenance of the Risk Data Repository by defining Market Risk / TMO data requirements and conducting testing to ensure data accuracy and proper integration.

• Compliance & Control Monitoring: Continuously monitor and review compliance with internal policies, procedures, systems, audit requirements, and mandatory regulatory standards. Assess the effectiveness of control systems for monitoring treasury transactions and suggest improvements.

• Stakeholder Collaboration: Liaise effectively with internal departments (including Treasury Front Office, Treasury Processing / Back Office, Finance, Compliance, and overseas units) as well as external regulatory and financial partners.
  
  Applicant Profile:
  

• Experience & Domain Knowledge:

• Strong background and relevant technical experience in Treasury operations, Market Risk Management, and Treasury Middle Office functions.

• Sound understanding of risk management frameworks, financial instruments, and regulatory reporting requirements.

• Excellent analytical, problem-solving, and communication skills.

• Successful completion of the Intermediate Certificate of Banking Studies (ICBS) of the Indian Institute of Banking & Finance / Certificate in Banking & Finance (CBF) / Intermediate in Applied Banking & Finance (IABF) / Diploma in Banking & Finance (DBF) – New syllabus of the Institute of Bankers of Sri Lanka (IBSL).

• A Bachelor's degree or professional qualification in Finance, Banking, Risk Management, Economics, Statistics, or a related discipline will be considered an added advantage.
  
  Mandatory Requirement:
  
  In accordance with the Banking Act Directions No. 06 of 2019, issued by the Central Bank of Sri Lanka (CBSL), the selected staff member must complete one of the qualifications, listed below within one year once of appointment:

• certificate in Treasury and Foreign Exchange Operations offered by the Centre for Banking Studies. Central Bank of Sri Lanka,  Or

• The Diploma in Treasury and Risk Management offered by the Institute of Bankers of Sri Lanka, Or

• Similar qualifications recognized by the CBSL.
  
  Technical Competencies:
  

• High proficiency in Spreadsheets (both Google and Microsoft)

• Prior experience with Treasury systems or data management tools will be an advantage.
  
  Key Behavioral Attributes:
  

• Demonstrated ability to multitask efficiently, maintain high attention to detail and accuracy, and perform effectively under pressure and extended working hours.

• Strong organizational and time management skills with the ability to prioritize tasks effectively.

• Excellent written and verbal communication skills in English.

• A proactive team player with strong interpersonal and collaboration skills to liaise effectively across departments

• Confidentiality & Precision: Maintain exceptional attention to detail in all Market Risk monitoring and reporting processes, upholding the highest standards of confidentiality regarding financial and organizational data.