About The Role

The Non-Traded Risk Analyst identifies and monitors liquidity and IRRBB exposures of the SBC Group. He/she is expected to analyze on a regular basis risks in the banking book portfolio and report any breaches and non-adherences to controls, if any limit. The role is an integral part of corporate governance, specifically as an independent check on how balance sheet strategies impact the bank’s capital and liquidity position.

How you’ll contribute

• Identifies, measures, monitors, and analyzes the Group's liquidity and IRRBB exposures from various risk systems via regular reporting to risk-taking units and senior management. This includes regular review of risk appetite/limits set considering historical utilizations, current Group’s strategy, market conditions, existing liquidity, and capital positions, etc. In addition, he/she acts as a main POC for subsidiary risk management.
• Uses quantitative models, valuations, and assump...