Muhammad Lutfi

Experience

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  Bank Resona Perdania

  Jun 2010 - May 2015

  Market and Liquidity Risk Analyst

  REPRISING PROFILECollecting data, and constructing report and make analysis regarding position of Net Interest Margin based on reprising interest that occur on bank’s sensitive assets and liablities. MARKET RISK POSITION PROFILECollecting data through Bloomberg and Reuters, and constructing report and make analysis regarding Net Open Position based on Off Balance and On Balance position, also include with VaR monitoring level.BANK’S CONDITIONConsist of Collecting data related to overall Bank’s condition that specifically focus on asset and liability aspect. This data describe about available of fund, loan and deposit, risk concentration, cost of fund, etc that all of those data also present in monthly meeting of Asset and Liability Committee (ALCO)LIQUIDITY ANALYSIS AND MONITORINGCollecting data, constructing report and make analysis regarding Bank’s liquidity condition, such as available of fund, LDR level, Concentration of top depositors, and various change in Liquidity Internal and External factors.CAPITAL CHARGE AND CAPITAL ALLOCATION ANALYSISCalculate the capital charge using Internal Model Method based on Variance at Risk (VAR), and also using the data into analysis and planning of capital allocation for various type of risk activity annually.BACK TESTING AND STRESS TESTING MARKET & LIQUIDITY RISKRun the calculation and report of Backtesting to validate the method and model that being used in risk calculation and also run the stress testing for Market Risk and Liquidity Risk with using some scenarios to test the ability of the Bank in facing pressure condition that relate to Market and Liquidity aspect.RISK PROFILECollect several data to construct the Bank’s Risk Profile related to Market and Liquidity aspect, later this data/report will be presented in Risk Management Committee in quarterly basis and later being submitted to Bank Indonesia. Show less

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  PT AEON Credit Service Indonesia

  May 2015 - Jan 2016

  Risk Management & Compliance Supervisor

  Supervise risk management and compliance implentation in retail financing company.Focus in operational aspect of company business activities, and also compliance issue regarding internal policy or goverment regulations.

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  PT Bank Muamalat Indonesia Tbk

  Jan 2016 - now

  Identify, measure, monitor and control any risk exposure that came from market and liquidity riskensure monitoring process and reporting regarding risk condition from market and liquidity aspect on regular basisenhance and improve internal regulations, policies and procedures regarding market and liquidity riskanalize and conduct assessment on bank's risk profile status on regular basis, especially on market and liquidity condition

  • Head of Market Risk, Liquidity Risk & Integrated Risk Reporting

    Apr 2019 - now

  • Market & Liquidity Risk Manager

    Jan 2016 - Apr 2019