Job Objective
Ensure timely and accurate development and submission of Market risk analysis and Balance Sheet reports to Management
Roles & Responsibilities
Extract data and monitor group positions
Responsible for periodic balance sheet stress testing
Responsible for contingency funding plan maintenance and testing, to ensure that there are contingencies for systemic crises e.g. liquidity issues
Monitor compliance with regulatory and internal limits
Produce daily market risk reports
Monitor proposed limits for indicators
Monitor external and market risk indicators
Collect market data and conduct statistical analysis
Conduct risk assessment on new trading products
Carry out P & L attribution analysis
Maintain valuation rates
Responsible for trading portfolio stress testing to see the impact of systemic variations on the bank’s position
Responsible for trading book risk reporting
Monitor commodity prices, exchange rates, interest rates and update the daily spot/monthly average prices database
Manage daily collateral placement with counterparties for derivative transactions
Monitors Key Risk indicators across the Subsidiary and produces relevant management reports
Key Performance Indicators
Timely delivery of standard analysis and reports
Responsiveness to information on changes in market trends
High internal and external customer satisfaction index
Good external risk rating
Compliance with internal and external policies and regulations
Job Requirements
Minimum of Bachelor’s Degree (MBA, MSC, MA, ML and/or Professional Qualifications compulsory)
Minimum of 4 – 7 years banking experience; minimum of 6 – 9 years non-banking but related experience
Key Competency Requirements
Broad knowledge of financial accounting with ability to analyze and interpret corporate financial statements
Good knowledge of risk assessment
Good knowledge of the Country’s economy and market dynamics
Good knowledge of the bank’s policies and procedures
Key Skills
Good analytical skills
Excellent writing skills
Good presentation skills
Good interpersonal skills
Strong team player and excellent organization skills
Strong attention to details and ability to work under pressure
Apply via :
app.ismartrecruit.com
