Senior Market Risk Analyst
Key Responsibilities
1) Preparation, Coordination, Analysis and Reporting:
- Coordination and preparation of
ICAAP reporting to senior management and CBK
- Coordination and preparation of
statutory Liquidity Coverage (LCR) and Net Stable Funding (NSFR) ratios of
the bank Liquidity Gap – Basel III reporting
- Coordination and preparation of
Market Risk board reports
- Coordination and preparation of
monthly or adhoc ALCO and quarterly GALCO reports
- Preparation and analysis of
business cases to support management decision making
- Proactively identify adverse risk
events to ensure risks are adequately managed to avoid losses on
crystalisation and preparing Early warning reports
- Coordinate and participate in
business partnership meetings as and when required
- Support TFO by participating in
New Product roll outs and ensuring the necessary process infrastructure
with focus on related risks
- Guidance in the production of
risk versus return analysis for the respective Treasury products to obtain
optimal market risk portfolio, risk-transfer strategies which ensure
compliance with the risk tolerance and maximize economic value.
- Utilization of statistical
forecasting techniques to predict movements in market factors and use this
information to develop meaningful scenarios and stress tests for scenario
analysis and stress testing.
- Providing support and training
the junior market risk analysts across the Group.
- Profit & loss attribution
analysis, price verification and liaison with Finance and Treasury on
P&L reconciliation of reported results.
- Support the MTM process by
ensuring that the MTM sources are updated and reflective of market
rates/prices
- Assist in maintaining a control
framework to ensure compliance with internal policies, procedures, BASEL
requirements, Codes, and applicable external laws and regulations
2) Administration:
- Preparation of annual unit
budgets plans
- Liaison person with Finance for
Risk Management Division budgetary issues
- Preparation of business cases for
non-budgetary but required items of emerging risk issues.
- Development, monitoring,
reporting and review of SLAs between the unit and its partner departments
- Business continuity planning
3) Policy Development and Review:
Development and review Market Risk, Liquidity
Risk and Country Risk Policies for ALCO and Board approval and thereafter
maintaining the Market Risk Limits document with approved limits for business
use.
The Person
For the above position, the successful
applicant should have the following:
- A bachelor’s degree in a
quantitative field.
- A professional certification in
FRM / PRM / ACI
- At least 8 years’ experience in a
similar role or related field.
- At least 3 years’ experience in
the following areas;
- Reports/ presentations
- Understanding or risk exposures
- Risk and Financial Analysis
- Risk and P&L calculation
monitored against utilization of capital.
- Management experience
How to Apply
