Responsibilities Include:
Develop market and liquidity risk management policies.
Monitor and ensure compliance with market risk limits (Foreign currency net open position, foreign currency borrowing position, trading limits, foreign currency counterparty/settlement limits and money market).
Prepare daily mark to market reports and ensure timely delivery of reports to stakeholders.
Ensure inherent market risks (Value at Risk, and Duration/Sensitivity Analysis) in all trading activities (FX, Bonds, T-Bills) are computed and communicated to stakeholders.
Prepare liquidity reports and monitor to ensure compliance with both internal and regulatory limits.
Prepare and monitor liquidity and interest rate risk gap analyses on the banking book.
Develop risk management tools and models for evaluating, measuring & monitoring market & liquidity risks.
Review and develop limits (Foreign Currency Placement limit, Foreign Currency Trading Position Limit, Dealers’ limit, Portfolio limits, and Stop Loss limits) to monitor all dealing room activities.
Perform stress test analysis and market reviews on current happenings.
Prepare all regulatory, management and board risk reports.
Manage escalations of all exceptions and risk limits related issues.
Requirements
Education/Qualification
A Bachelor of either Finance, Business Administration, Economics, or any related field.
Experience
A minimum of 4 years of experience in the Market and Liquidity Risk field.
Skills/Competencies
Excellent attention to detail.
Excellent communication and interpersonal skills
Ability to work independently and as part of a team
Broad understanding of global financial products, markets & regulations
Strong analytical and problem-solving skills
Apply via :
optimusbank.zohorecruit.com
