Senior Market Risk Analyst
CBD
Dubai, UAE
منذ 4 يوم

Job Purpose :

  • Support and work closely with the Head of Market Risk Management to develop and implement risk management policies, processes and procedures to identify / suggest measures for monitoring market, liquidity and credit risks in all Treasury functions.
  • Principal Accountabilities :

  • Market Risk analyst with focus on treasury risk, counterparty credit risk and the Bank’s overall interest rate and liquidity risk responsibility.
  • Have a deep understanding of treasury business, global capital market and advanced market risk knowledge in order to provide high quality risk analysis
  • Work closely with treasury front office, back office and financial control team to ensure high quality reporting to internal and external stakeholders.
  • Middle Office functions : Support the trading desk with the set up and booking trade structures, Setting-up new counterparties, ensuring treasury limits are in place and performing daily Treasury P&L against stop loss.
  • Overseeing Treasury and Investment activities : Monitor and report all market risks (e.g. Liquidity, Interest Rates, FX, Equity, Prices, etc.
  • the Bank is exposed to against approved limits

  • Investment LTV portfolio : Monitor and report the leveraged investment portfolio and advice Investment team on margin call / closeout.
  • Counterparty Credit Risk : PFE computation and ensure all credit risks in Treasury activities are monitored against approved limits
  • Collateral management : Responsible for margin calls issuance and responding to margin calls; dispute resolution through portfolio reconciliation.
  • Liquidity and Interest rate risk on the Banking Book : Perform regular liquidity stress tests and interest rate sensitivity analysis to assess bank’s liquidity and interest rate risk situation.
  • Board Risk Committee reporting : Submission of Market and Liquidity risk reports to Head of Market Risk for Board Risk Committee Pack
  • New Market / Product projects : Assist Head of Market Risk in setting up risk systems for expansion into new areas. Assist in review of new products and business initiatives from a market risk perspective.
  • Policy drafting and implementation : Assist in drafting, reviewing and implementing policies and procedures for market risk and liquidity management.
  • Enhancement in documentation and procedures : Improve documentation and procedures, wherever required by Head of Market Risk.
  • Project Manager’s Role : Assist Head of Market Risk as Project Manager in any projects related to the enhancement of Treasury or Market Risk systems.
  • Act as a backup for Financial institution credit manager : Assist Head of Market Risk in evaluating credit proposals submitted by FI / DCM .
  • Qualifications :

  • Masters Degree in Finance, economics or mathematics
  • FRM or PRM helpful
  • Experience :

  • 7+ years banking experience of which at least 5 years in a position in Market and Liquidity Risk Management in a reputed financial institution with comprehensive knowledge of liquidity risk, market risk policies and regulatory framework(Basel III, local central bank)
  • Satisfactory understanding of Basel 3 Accord and the treatment of Market and Liquidity Risk and counterparty credit risk there under.
  • Strong knowledge of VaR implementation- instruments, curves, market data, market conventions, etc
  • Strong understanding of Treasury and Structured products.
  • Practical experience using different information systems (Bloomberg, Reuters).
  • Skills :

  • Fluent in English. Arabic language would be an added advantage.
  • Strong investigative and interpretive skills. Highly numerate with excellent research ability.
  • Problem solving ability.
  • Analytical skills.
  • Strong PC skills, particularly Excel (VBA).
  • Persuasive communication / presentation skills.
  • Ability to explain complex issues and technical
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