Key Roles & Responsibilities :
- Monitoring all policy limits for bank investment portfolio and escalate any breaches to these limits.
- Perform periodic evaluation of investment portfolio by mark to model or mark to market.
- Prepare risk committee reporting and management dashboards for market and liquidity risk KRIs.
- Assist in asset/liability reporting and analysis of balance sheet and income statement components and forward looking scenario analysis reporting framework.
- Assist in periodic calculation of investment portfolio ECL.
- Preparing periodic reporting for investment portfolio performance.
- Build strong relationships with various departments including Front office, Risk, IT and Finance.
- Assist in preparing periodic reporting concerning analysis of market and economic data.
- Follow up of latest news and updates regarding various counterparties and assess exposure levels with these counterparties.
- Assist in periodic review of various policies related to market and liquidity risk
Qualifications:
Technical and personal skills
- Bachelor’s degree in Risk Management, Finance, or statistics.
- Minimum of 3 years of experience related to risk management and/or asset liability management function (Finance), Treasury.
- Knowledge in data modeling/statistical analysis.
- Knowledge in asset/liability management/reporting/analysis framework.
- Professional certifications such as CFA, FRM is a plus.
- Excel, VBA, Access.
- Knowledge in liquidity risk measures.
- Relevant product knowledge including fixed income, derivatives and various balance sheet components.
- Excellent oral and verbal communication skills in both English and Arabic.
- Excellent team player with good interpersonal skills