Risk Officer

1. Conducts the following risk monitoring: a. Credit risk monitoring i. Credit concentration risk- By borrowers/counterparties- By group of connected borrowers/counterparties (e.g., group of accounts exhibiting financial or economic interdependence)- By industry- By geographic region or country- By loan structure, collateral and tenor- By types of investments/credit instruments in the trading books, and off-balance sheet transactions; ii. Country risk limit b. Liquidity risk monitoring i. Maximum Cumulative Outflow (MCO) and Weighted MCO (WMCO) limit monitoring ii. WMCO Stress Testing iii. Liquidity coverage ratio iv. Net Stable Funding Ratio c. Market risk monitoring i. Daily monitoring of Value-at-Risk (VaR), including back-testing ii. Daily FX Net Open Position iii. Allowable bank Counterparty Tenor iv. Intraday FX Open Position v. Cut-loss limit vi. Off-market rates d. Operational risk monitoring i. Crimes and losses, including reporting e. Strategic risk monitoring i. Business plan tracking ii. Business continuity plan/testing2. Lead author/implementer of the Internal Capital Adequacy Assessment Process (ICAAP)3. Conduct quarterly Loan review4. Conduct CIC report weekly and monthly5. Monitor and check report Debt Payable; Debt Restructuring; Watch List; Monitoring List 6. Lead facilitator of annual 3-Year Business Plan7. Conducts the Quarterly Independent Loan Review8. Regular Resource Person/Secretary – Risk Oversight Committee / Management Committee9. Review and update risk manual/policies10. Outsource Review/Evaluation