
Treasury Risk Specialist
2 days ago
Job Summary
We are seeking a highly skilled Market Risk Manager to join our team. The ideal candidate will have 6-8 years of relevant work experience in the Middle East banking sector.
Key Responsibilities:- Establish and maintain policies/guidelines on monitoring Treasury/Investment/ALM/Liquidity risk.
- Value Treasury portfolios including Forex, Fixed Income, Derivatives, Equity, and other assets.
- Provide independent mid-office monitoring support on NOP, Fixed income, FIG, Derivatives, limit monitoring, etc.
- Monitor hedge effectiveness on a periodic basis.
- Implement and calculate Capital charge and Counterparty Risk Charge.
- Analyze Equities, Bonds, and Money market funds using technical analysis.
- Monitor all types of limits related to treasury activities as per internal and regulatory policies.
- Reconcile MTM with counterparty banks for derivatives deals undertaken and make/respond margin calls under CSA arrangements.
- Prepare Regulatory and internal daily and periodical reports and Board notes for timely submission.
- Enhance methodologies for counterpart credit risk measures like PFE, CVA, etc.
- At least 6-8 years of relevant work experience in the Middle East banking sector.
- Strong knowledge of Treasury/Investment/ALM/Liquidity risk management.
- Excellent analytical and problem-solving skills.
- Ability to communicate complex ideas effectively.
If you are a motivated and experienced professional looking for a new challenge, please submit your application.
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