Junior Market & Liquidity Risk Analyst

Bank Saqu

Jakarta Pusat

On-site

IDR 78,120,000 - 133,920,000

Full time

14 days+

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Job summary

Bank Saqu in Jakarta seeks a fresh graduate to support liquidity and market risk monitoring, data reconciliation, and reporting workflows. You will assist in preparing daily and periodic risk reports, dashboards, and management summaries for ALCO and senior stakeholders.

The role emphasizes strong numerical and analytical skills, proficiency in Excel, and a willingness to learn banking, Treasury, and risk concepts. Experience with Power BI, SQL, Python, or VBA is beneficial and encouraged.

Qualifications

Fresh graduates or candidates with up to 1-2 years of relevant work experience are encouraged to apply.
Strong interest in banking, Treasury, Liquidity Risk, Market Risk, and data processing/analysis.
Proficient in Microsoft Excel, including formulas, Pivot Tables, charts, and data validation. Familiarity with Power BI, SQL, Python, or VBA will be considered an advantage.
Strong numerical and analytical skills, with high attention to detail and the ability to explain data movements and trends logically.
Able to prepare concise, professional, and easy-to-understand reports, presentations, and analytical summaries.
Proactive learner with the ability to manage multiple tasks under tight deadlines while maintaining a high level of integrity and accountability.

Responsibilities

Liquidity Risk Monitoring: Assist in the preparation and review of daily/periodic reports related to LCR, MCO, cash flow, liquidity gap, and other liquidity risk indicators as required by the team.
Market Risk Monitoring: Support the monitoring of market risk exposures, including bond portfolios, interest rates, yield movements, fair value changes, and relevant market risk limits.
ALCO and Management Reporting: Assist in the consolidation of data, charts, narratives, and key highlights for ALCO and management reports related to market and liquidity risks.
Stress Testing and Scenario Analysis: Support historical data collection, assumption updates, scenario processing, result documentation, and quality checks for market and liquidity risk stress testing calculations.
Risk Appetite and Limit Monitoring: Update dashboards and monitor limit utilization, thresholds, breaches, early warning indicators, and prepare initial analyses for management review.
Regulatory and Group Reporting: Support data preparation and draft reports related to market risk, liquidity risk, capital, and other regulatory requirements in coordination with relevant control functions to ensure data accuracy.
Methodology and Policy Support: Assist in documentation, administrative reviews, basic benchmarking of market risk and liquidity risk methodologies, runoff assumptions, and relevant fair value/MTM validations.
Data Reconciliation and Validation: Perform consistency checks across Treasury, Finance, Core Banking, and risk reports, including basic variance analysis and documentation of discrepancies.
Automation Support: Assist in improving Excel templates, validating formulas, preparing control files, and implementing simple automation solutions to improve reporting efficiency.
Breach Limit Escalation Support: Support the preparation of preliminary summaries of market changes, interest rate movements, liquidity pressures, exchange rate fluctuations, or data anomalies for discussion with supervisors and relevant stakeholders.