• Consolidate all the data from relevant departments to develop and generate Treasury and Strategic Risk framework;
• Monitor limit of some ratio required by National Bank of Cambodia (NBC);
• Analyze AMRET's financial statement such as Balance Sheet, Income Statement, and Other;
• Assist risk owner and Manager to control or manage Treasury and Strategic Risk;
• Support in Monthly Liquidity Risk Management Report preparation;
• Prepare Monthly Interest Rate Risk Sensitivity Report;
• Prepare Monthly Net Open Position (FX Risk) Report;
• Support in preparing Monthly ALCO pack for present in ALCO meeting;
• Monitor Risk event that affect to AMRET Treasury and Strategic Risk Management;
• Implement model to support strategic risk management function;
• Ensuring Strategic and treasury risk are correctly identifying and escalated when cannot be resolved at ground level;
• Check the requirement of regulatory bodies, especially National Bank of Cambodia (NBC) on the Treasury and Strategic Risk exposure;
• Identify analyze and evaluate Treasury and Strategic Risk within AMRET;
• Monitor Treasury and Strategic Risk and control to mitigate risk exposure;
• Develop and revise Treasury and Strategic Risk Reporting templates and formulas;
• Produce and update Treasury and Strategic Risk Report on regular basis;
• Make recommendations to manage Treasury and Strategic Risk exposures;
• Perform other tasks assigned by Manager.