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.
Qualifications
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