Summary

Responsibilities

• Monitor compliance with Market Risk limits. Provide commentary explaining significant exposure / ratio/ Va R movements and communicate analysis to the Head of Market Risk
  
• Manage & coordinate on on-going basis, all TMO periodic and ad hoc reports for Group’s trading book and Banking Book.
  
• 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.
  
• Develop the Bank’s capabilities for monitoring risk Group wide.
  
• Refine the process by which individual entity and Group limits are monitored.
  
• Support development and implementation of systems (as per Risk Architecture Plan) to ensure proactive Treasury Middle Office function.
  
• Ensure valuations adhere to market best practice and are subject to regular price testing.
  
• Support development of Portfolio and Market Risk measurement processes appropriate to the needs of the Bank.
  
• 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.
  
• 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.
  
• Support the Bank’s preparation for adopting advanced market risk regulatory capital approaches.
  

Experience

• 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.

Note: you will be required to attach the following: