Overview
Analyze and manage market risk across the Bank's balance sheet through qualitative and quantitative analytics. Identify, monitor, and manage market risks, making recommendations to alleviate risk and communicating potential risks to stakeholders.
Tasks Summary
- Work with front-line operations to identify material market risk factors and ensure accurate risk data capture.
- Monitor key market risk metrics and sensitivities, ensure compliance with limits, and escalate breaches.
- Improve market risk measurement methodologies.
- Monitor portfolio quality and assess the impact of market movements and stress events.
- Develop and maintain market risk management frameworks for frontier market activities.
- Assess market risk implications of new initiatives and provide risk opinions.
- Draft, review, and update internal market risk policies.
Experience Requirements
- Minimum 5-8 years of market risk management experience in financial institutions
- Experience with frontier markets is an advantage
Qualification Requirements
Master’s degree or equivalent in related fields (e.g., mathematics, finance, or economics)