ROLE PURPOSE

The Risk Management function is responsible for identifying, assessing, monitoring, and mitigating risks across all areas of the bank’s operations to safeguard financial soundness and operational resilience. This role encompasses the development and implementation of comprehensive risk management frameworks, policies, and strategies to ensure effective risk governance, compliance with regulatory requirements, and alignment with the bank’s overall risk appetite and strategic objectives.

JOB RESPONSIBILITIES

• Assist in analyzing aggregated interest rates, portfolio concentration, and quantitative risk metrics such as Value-at-Risk (VaR), contributing to stress testing and scenario planning to identify potential vulnerabilities/ expected and unexpected loss related to market conditions.
• Collaborate with the Treasury, FX and cash management teams to ensure accurate identification, rigorous analysis, effective monitoring, and comprehensive reporting of all market and liquidity risk exposures in alignment with the bank’s risk management framework.
• Oversee the monitoring of Board-approved Risk Appetite and take the lead in developing, maintaining, and enhancing measurable KRIs to provide early warning signals on emerging risks. Coordinate with business and functional units to ensure accurate collection, validation, and analysis of KRI data on a regular basis. Proactively track breaches or potential breaches of KRIs and escalate exceptions through the established risk governance process.
• Conduct trend analysis and scenario testing to assess the effectiveness of risk appetite thresholds and KRIs. Prepare and present periodic risk appetite and KRI monitoring reports to senior management, Risk Committees, and the Board, providing data-driven recommendations for recalibrating risk limits or indicators in response to evolving business and regulatory conditions.
• Foster enterprise-wide risk awareness and a strong risk culture by presenting role model behavior. Drive initiatives such as workshops, training sessions, and case studies to educate and engage stakeholders across the organization.

QUALIFICATIONS REQUIRED

Education & Special Training

Essential

• Bachelor degree in Finance, Business Administration, Economics, Statistics, Accounting or related field (or) recognized risk management certification.

Desirable

• Possession of professional certifications such as FRM or CFA (Level I and II) is highly desirable.

Experience

• More than 2 years of relevant experience in banking industry.

Knowledge & Skills

• Knowledge of financial markets in Myanmar, gained through practical experience.
• Passionate and willingness to continuous learning and development.
• Detail-oriented with strong analytical skills who is good with numbers.
• Good interpersonal and teamwork skills.
• Intermediate to Advance knowledge of Microsoft Office.
• A working level understanding of the Power BI tool is preferred.

Languages

• Good interpersonal and communication skills in Myanmar and English, both verbal and written.