The job holder will be responsible for assisting in the development of the market risk management framework inter-alia by monitoring and reporting the trading and investment activities of Treasury, developing and enhancing the reports transmitted to top management, providing assistance toward migration to the advanced approached of market risk measurements etc.
The incumbent would also play an active role in implementation of Treasury and Market risk system, assist in reviewing the Market risk and Treasury Investment policies.
Monitor all market risk activates on a timely basis. This includes investigation and reporting of excesses for approval.
Assist in review and analysis of key market exposures, limits and their utilizations.
Perform daily market data control and validate MTM valuations.
Production and distribution of daily and monthly reports pertaining to Market Risk.
Monitor risk limits (such as VaR, stop loss, counterparty etc) and setting up monitoring mechanisms for Treasury activities.
Conduct scenario and stress test analysis process of the Treasury portfolio.
Monitoring of Treasury P&L as per Market Risk with Financial Control.
Prepare and assist Market Risk Policy, procedure and Review Market Risk Policy annually.
Liaise with internal customers to provide market risk support and analysis.
Liaise with internal / external auditors and regulators where appropriate.
Review capital charge for Market risk as per Basel II guidelines.
Participate in Treasury and market risk management system implementation and testing.
Skills and Qualifications :
Graduate or an equivalent degree in finance or management.
Professional qualification like CA / MBA would be an advantage.
5 years of work experience in banking with exposures in Market Risk and Treasry Middle Office.
Knowledge of Market Data related systems like Bloomberg, Reuters.
Knowledge of Banking, Islamic Banking regulations, Operations, Risk Management and Compliance.