Corporate Middle Office (CMO)
• Support Development and maintenance of Bank-wide Valuation Policy on assets and security collaterals in line with the best business practices.
• Perform the independent valuation function on OCR and other funds.
• Coordinate with Finance Department in finalization of quarterly valuation and impairment for financial statements.
• Ensure regular monitoring of security and collateral / guarantees valuations and the Loan to Value (LTV) ratio on periodic basis.
• Ensure adherence to the funds managed/administered by Investment Department with the applicable and relevant investment policies.
• Perform the performance, risk and compliance monitoring and reporting activities on Bank-wide investment portfolios of Equity and Funds managed/administered the Investment Department.
• Ensure Pre-Trade and Post Trade Investment Compliance checks are performed on non-Treasury Investments.
• Perform detailed and comprehensive reporting on periodic as well as ad-hoc basis.
• Perform execution of IFRS-9 Expected Credit Loss models for quarterly reporting and analytics and provide assistance to Finance Department for impairment and provisioning calculations for all financing and investment operations.
• Ensure maintenance and custody of risk management master data and ensure unique identification for obligor across all relevant systems.
Operational Excellence and Support:
• Ensure that the relevant IsDB database are accurately and timely updated
• Propose and implement process improvements to increase efficiency, effectiveness and compliance of the related operations.