SENIOR MARKET RISK OFFICER

Responsabilities:

• 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;