Offre d'emploi : Market Risk Analyst -
Fab Careers is recruiting for one of tits clients , a Senior Market Risk Analyst (M/F)
• Assessing the Bank Market risk, formulating independent opinions and recommendations on the market risk the Bank is facing
• Extensively collaborating with other team members and relevant departments specially Treasury department, and providing advice and solutions to mitigate market risks
• Quantifying the different market risk exposures and limits, timely communicating with the relevant departments any limit breach
• Regularly reporting to the department head and the management the risk dash board
• Act as Basel III CRD IV subject matter expert
• Develop and implementing market risk measurement approach, including VaR, market risk limits and Stress testing
• Measure, Monitor and report the Large exposures, Liquidity ratios, leverage ratio and Own funds
• Participate in drafting the ICAAP report and provide the Liquidity/Market risk section
• Regularly assess the Bank portfolio, identify the risk drivers and report to the Management
• Perform on a regular basis the Liquidity stress test
• Perform on a regular basis the Interest rate stress test
• Maintain and update the Liquidity and Market risk policies and procedures
• Implement market risk policy and procedures
• Perform the risk management of treasury related operations
• Follow-up liquidity and market risk related regulatory initiatives.
• Demonstrated ability to analyse and quantify the liquidity/market risk exposure related to existing positions and proposed transactions.
• Strong experience in risk management regulations like Basel III, CRDIV
• Fluent in English.
• Hands-on approach
• High attendance and regularity
• Risks focused, Analytical thinking and critical mind set
• Fluency with VBA and/or other programming skills for maintaining analytical models
• University graduate with a minimum of 5 years as a market / liquidity risk analyst.
• Good conduct of mathematics and statistics (FRM, PRM etc.).
• Knowledge of derivatives products.
• Familiarity with a variety of asset classes and the relevant drivers of market risk.
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