Unit Manager Treasury Middle office

Duties & Responsibilities:

• Oversight of financial risk, focusing on market risk, liquidity risk and Treasury credit risk
• Oversight of the Interest Rate Risk in the Banking Book
• Stress testing
• Liquidity forecasting
• Present market risk analysis to ALCO
• Preparing all Liquidity Risk Reports for Stress Testing.
• Provide efficient information systems and analytical support tools to the Treasury Department to improve the decision-making process
• Participate in the market risk capital requirement to ensure regulatory compliance
• Perform product due diligence and provide quantitative support to the new treasury products
• Responsible for the development and monitoring of market risk models
• Producing, reporting, explaining and attributing Treasury P&L on a daily basis.
• Oversight of financial risk, focusing on market risk, liquidity risk and Treasury credit risk
• Liaise with all key stakeholders (Treasury, Back office, FINCON etc.) and senior management to understand their requirements and create functional synergies viz. enhancement in reporting dashboards, assist in accounting, set up and parameterization of new products in core banking.
• Incumbent shall be responsible to adhere by Telenor Microfinance Bank Behaviours & Values in all aspects of his/her work conduct.
• Ensure that a culture of risk and compliance management is implemented, and institute performance measures tied to individual risk and compliance responsibilities.