SENIOR MARKET RISK OFFICER
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- Implement and updates the Market and Liquidity procedures according to NBR and EBA regulations;
- Participates in the MtM of the Bonds and Derivatives portfolio.
- Design and implement stress and scenario analysis, including VaR, related to the Market and Liquidity risk;
- Monitors the market and liquidity positions and ensures the conformity with the setup limits;
- Reviewing market risk positions, particularly under potential risk scenarios, and raise challenges to the desk if necessary;
- Participates in the preparation of the IRRBB, LCR, NSFR and ALMM reports.
- Drafting supporting materials regarding the evolution of above-mentioned risks for management information and relevant committees.
Requirements & skills:
- University degree;
- Min 3 years prior expertise in the financial services;
- Market risk/control/audit/consulting in a banking environment or audit;
- Knowledge of the Market risk capital requirements;
- Knowledge of statistics, econometrics and financial engineering;
- Matlab familiarity will be an advantage;
- Certificate/Enrollment in CFA/FRM/PRM will be a plus;
- Good knowledge of English;
- Ability to work as part of a team;