Qatar Job Openings
Qatar National Bank
AVP, Treasury Middle Office and Market Risk Analytics
Doha
November 14, 2024
Summary
The role reports into Head of Treasury Middle Office & Market Risk Analytics (TMO) and is intended to provide support for all Treasury Middle Office (TMO) processes and reporting. The individual will have a strong technical understanding of the control of Market Risk. He will assess the completeness of the control framework and will define / refine the department's processes to ensure all relevant risks are adequately monitored and controlled.
Responsibilities
The role reports into Head of Treasury Middle Office & Market Risk Analytics (TMO) and is intended to provide support for all Treasury Middle Office (TMO) processes and reporting. The individual will have a strong technical understanding of the control of Market Risk. He will assess the completeness of the control framework and will define / refine the department's processes to ensure all relevant risks are adequately monitored and controlled.
Responsibilities
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Monitor compliance with Market Risk limits. Provide commentary explaining significant exposure / ratio/ Va R movements and communicate analysis to the Head of Market Risk
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Manage & coordinate on on-going basis, all TMO periodic and ad hoc reports for Group's trading book and Banking Book.
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Improve the content and presentation of all reports produced and develop a Market Risk dashboard, providing senior management with a single page view of all key Market Risk statistics.
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Develop the Bank's capabilities for monitoring risk Group wide.
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Refine the process by which individual entity and Group limits are monitored.
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Support development and implementation of systems (as per Risk Architecture Plan) to ensure proactive Treasury Middle Office function.
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Ensure valuations adhere to market best practice and are subject to regular price testing.
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Support development of Portfolio and Market Risk measurement processes appropriate to the needs of the Bank.
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Assist in implementing risk policy & controls that ensure transactions are carried out in accordance with approved policies/ limits and in compliance with regulatory and legal requirements.
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Assist in developing qualitative assessments on the level of risks assumed and measured through empirical techniques and other appropriate tools, and recommend corrective actions to mitigate such risks.
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Support the Bank's preparation for adopting advanced market risk regulatory capital approaches.
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Masters degree preferably in finance, economics &/or quantitative subjects. - Prefer Treasury market Specialization or Professional certification such as FRM, CPA, CFA.
- 8+ years of experience in international banking with specific focus on ALM, Market Risk and Liquidity Risk Analytics/Quantitative Methods.
- Knowledge of financial markets and products.
- Understanding of risk methodologies, interest rate modelling, VAR, and/or other complex financial risk modelling.
- Ability to work on targeted schedules and disciplined approach to follow reporting deadlines.
- Excellent oral and written communication skills in English.
- Adequate knowledge of IT systems / applications.
- Good grasp on basic & intermediary risk concepts, banking products/ operations/ systems, pertinent regulatory requirements, International Accounting Standards and related pronouncements, including related best practices.
- Self-motivated, eye for detail.
- Flexible team player and able to work and deliver under pressure.
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