Specialist - Market Risks Department

Specialist - Market Risks Department

Job Requirements:

• Monitor and report related parties and large exposures in accordance with regulatory requirements; promptly escalate any limit breaches to the Market Risk Department Manager / Assistant Manager.
• Support the calculation, monitoring, and reporting of key liquidity and capital indicators (LCR, NSFR, DLR, CAR, etc).
• Assist in monitoring capital adequacy and analyzing capital consumption driven by asset growth or changes in risk-weighted assets (RWA).
• Assist in the preparation and reporting of Interest Rate Risk in the Banking Book (IRRBB) metrics.
• Contribute to the execution of stress testing exercises for liquidity risk and interest rate risk.
• Analyze trends in risk indicators and prepare periodic reports for ALCO and Risk Committee.
• Support the implementation of ICLAAP and Recovery Planning processes.
• Assist in the development and maintenance of statistical models for monitoring securities price risk.
• Perform data quality checks and ensure accuracy and consistency of inputs used in reporting.
• Carry out additional operational or ad hoc tasks as assigned by the Department Manager / Assistant Manager.

Skill Requirements

• To have the provisions required as per regulation of the bank.
• To have minimum 2 years of experience in Banking.
• To have successfully passed the written examination.
• To have good knowledge of PC.
• To have university degree (preferred finance/ economics or other branches with considerable statistical and mathematical knowledge).
• To have excellent commands of English.