-Support to plan, design and implement ALM processes and policies, IRM Framework and the relevant processes/ policies for the organization, approved by the Board, as recommended by the Board Risk Committee, which includes proper implementation of risk classification and risk management systems.
Support in establishing and quantifying the organization’s 'risk appetite', i.e. the level of risk they are prepared to accept in terms of the balance sheet structure, its maturity profile, Capital Adequacy.
-Analyze the Balance Sheet for potential risks in terms of maturity structure, liquidity, future balance sheet growth stemming from the strategies of the bank based on the external market environment and make recommendations for managing of the potential risks for ALCO.
-Support to plan and design risk management databases and compiling the required data for risk analysis. Assist the CRO in the preparation of risk management reports in a timely manner to be presented at Management Committee, ALCO and Board Risk Committee. This entails liaising with other departments in obtaining the required information and data on a timely manner and updating of the risk management databases. Conduct stress test as prescribed by the IRM Framework on set frequencies and present results to CRO and ALCO.
-Review the Assets and Liability profile and associated risk profile of the Bank on an ongoing basis, monitor the effectiveness of risk management processes and implement needed changes and keep the Board informed of such risk through the Board Risk Management Committee.
-Ensure Treasury Front Office operate within risk limits as approved by the Board and reporting any breach of such limits to the CRO, Senior Management and Board Risk Committee.
-Ensure regulatory compliance, as recommended by Central Bank of Myanmar and any other regulatory body and guidelines on Risk Management and other directions/circulars issued from time to time and review internal policies to ensure compliance to such standards.
-Any other task as stipulated by the CRO or Management of the Bank.