
Market Risk Manager
6 days ago
Role Summary:
We are seeking a highly skilled Market Risk Specialist to join our team. The ideal candidate will have extensive experience in managing specialized risk management functions within the Enterprise Risk Management practice.
Key Responsibilities:- Market Risk: Establish policies/guidelines on the enhanced monitoring of Treasury/Investment/ALM/Liquidity risk, and perform valuation of Treasury portfolios – Forex, Fixed Income, Derivatives, Equity and others.
- Liquidity Risk and ALM: Monitor and simulate LCR/NSFR, robustly monitor and risk report on Maturity of ALM products, and set limits for MAL/SAL using statistical modeling techniques.
- 6-8 years of relevant work experience for Middle East banks, with a strong understanding of Behavioral studies of ALM products.
- Familiarity with Stress testing of Liquidity and Interest rate risk, as well as ICAAP, RAROC, FTP methodologies, and RAS.
- Opportunity to work with a leading financial institution.
- Competitive salary and benefits package.
We offer a dynamic and challenging work environment that encourages professional growth and development.
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