Treasury Risk Officer

Ourreputable client is looking for a Treasury Risk Officer who will be responsible formarket risk monitoring and management in the Treasury division - Interest raterisk, credit risk, liquidity risk, currency risk and propose financial riskmanagement strategies including Asset and Liability Management. Aggregate themeasurement of risk based on overall distribution of portfolio values at agiven horizon in the future. Act as a Technical resource to the Front office interms of research and development of trading strategies. Collaborate with Enterprisewide risk management Division in the independent monitoring of Treasurydivision Risk. Responsible for Compliance to Treasury Policy throughIdentification, monitoring and quantification of financial risk as required bythe Treasury Policy.

Dutiesand Responsibilities:

• Measuring and monitoring of impact of Interest Ratemovements on the portfolio- stress testing.
• Supporting the Development of a Cash flow forecastand s...