
Uncover Hidden Market Risks
2 days ago
Market Risk Specialist
This is an exciting opportunity for a qualified Market Risk Specialist to join our organization in the GCC region.
- Policy Development: Establish and maintain policies/guidelines for enhanced monitoring of Treasury/Investment/Liquidity risk.
- Valuation: Provide independent mid-office support on NOP, Fixed Income, FIG, Derivatives, limit monitoring, and other treasury activities.
- Limit Monitoring: Implement and monitor all types of limits with respect to treasury activities as prescribed in Internal and regulatory policies.
- Credit Charge: Calculate and implement Credit charge and Counterparty Risk Charge.
- Hedge Effectiveness: Monitor hedge effectiveness on a periodic basis.
- Technical Analysis: Conduct technical analysis of Equities, Bonds, and Money market funds.
- LCR/NSFR Monitoring: Monitor and simulate Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
- Maturity Simulation: Robustly monitor and report on the maturity of ALM products.
- Limit Setting: Set limits for MAL/SAL using statistical modeling techniques.
- Interest Rate Risk: Generate Interest rate risk on the bank's book basis IRRBB or via Sensitivity Report analysis like NII and EVE.
We require 6-8 years of relevant work experience in Middle East banks.
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Credit Risk BA
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