Market Risk & Liquidity Unit Head

Bank Shinhan Indonesia; Jakarta Pusat; On-site; IDR 800,000,000 - 1,400,000,000; Full time

Job summary

Bank Shinhan Indonesia seeks a Head of Market & Liquidity Risk to lead the management of market risk and liquidity risk, ensuring the bank's ability to meet short-term obligations. The role involves compiling key reports, reviewing product proposals, and monitoring risk with regular stress testing and contingency funding planning.

The candidate should have a quantitative background with 5+ years in bank risk management, relevant certifications, and fluent English for effective communication with

Qualifications

• 5+ years in market risk or ALM within banking
• Bank Risk Management Certificate Level 1
• Understanding of quantitative modelling and treasury
• Fluent in English and good presentation skills
• Strong financial analytical skills
• Proficient in Excel/PowerPoint/Word

Responsibilities

• Lead management of market risk and liquidity risk
• Analyse and compile reports on financial health and KPMM reports
• Review proposals for new product initiatives
• Monitor liquidity and market risks
• Conduct liquidity and market stress tests
• Monitor money market lines
• Prepare contingency funding plans
• Review quarterly risk profile reports for submission to OJK, Board, KMR and Internal Audit

Skills

Quant modelling

Financial data analysis

Derivative instruments

Treasury operations

Presentation skills

MS Office

English fluency

Education

S1/S2 in Finance/Economics/Math/Statistics or quantitative discipline

Job description

Main responsibilities of a Head of Market & Liquidity Risk are to lead the management of market risk (fluctuations in interest rates, exchange rates and asset prices) and liquidity risk (the bank’s ability to meet its short-term obligations)

• Analysing and compiling reports on the Bank’s financial health and KPMM reports in accordance with the risk profile report
• Reviewing proposals for new product initiatives submitted or developed by the bank
• Monitoring liquidity and market risks
• Conduct liquidity stress tests and market stress tests
• Monitor the availability of money market lines at the Bank
• Prepare contingency funding plans on a regular basis
• Review and analyse quarterly risk profile reports for submission to the OJK, the Board of Directors, the Board of Commissioners, the Risk Management Committee (KMR) and Internal Audit

• Education : S1 / S2 in Finance, Economics, Mathematics, Statistic or another quantitative disipline
• Minimum 5 years of working experience in market risk management, liquidity management or Asset-Liability Management (ALM) within the banking sector
• Minimum Bank Risk Management Certificate Level 1
• Have an understanding of quantitative modelling, financial data analysis, derivative instruments and treasury operations
• Fluent in English (both oral & written) & have good presentation skills
• Strong logical and financial analytical skill
• Good Microsoft Office skills (Excel, PowerPoint, Word)