Job Details
Job Role:
- Develop and process advanced risk management tools for monitoring and mitigating the various risks inherent in the ALM function.
- Manage the overall liquidity and market risk management function for the bank.
- Reporting of LSRR, ELAR and implementation of Basel III related measures namely LCR and NSFR.
- Review the risk appetite on market and liquidity risk regulatory/internal requirements.
- Manage/review funds transfer pricing FTP for business products.
- Conduct stress testing and external shocks related to IRRBB, liquidity risk and market risk.
- ICAP and Basel III reporting under market risk & liquidity risk.
- Active coordination with finance/treasury on ratios, gaps, NII etc. and assisting the unit head in daily reporting to senior management.
- Coordination with technology teams/ IT on data in building risk models / MIS.
- Preparing reports for Senior management, Board committees, Regulatory ad hoc requirements.
- Addressing audits and observations.
Knowledge & Skills Required:
- Bachelor’s Degree and/or MBA in Finance/Accounts discipline.
- External certifications like CFA, CPA or FRM would be an added advantage.
- 5-7 year experience in related field preferably in mid to large size banks.
- Out of the total experience at least 5 years in Risk Management/Asset Liability Management/.
- Must have risk management skills, quantitative skills/understanding of all the core functionalities of a Bank and Treasury.
- Commercial acumen and ability to prepare plans and strategies are essential.
Apply
To apply for this job email your details to deepa@searchpoint.ae