About the Role
We are looking for an experienced Senior Officer – Market Risk for our client to support the Bank's Market Risk and Liquidity Risk function, ensuring effective risk monitoring, regulatory compliance, and reporting in line with industry best practices.
Key Responsibilities
- Monitor and report daily MTM positions, Investment Portfolio, FX positions, Counterparty Limits.
- Prepare and analyze VaR, Stressed VaR, DV01, CS01 reports, perform VaR back-testing and stress testing.
- Conduct Independent Price Verification (IPV) for financial instruments.
- Support IRRBB, Liquidity Risk assessments, ILAAP submissions, FRTB calculations.
- Review and update Market Risk policies, procedures, controls, and governance frameworks.
- Investigate limit breaches, data quality issues, data mapping exceptions, and coordinate with relevant stakeholders.
- Prepare Market Risk reports, regulatory submissions, and management presentations.
- Support remediation of regulatory and internal audit observations.
Requirements
- MBA/Master's in Finance, Economics, Statistics, Quantitative Finance, or a related field.
- CFA, FRM, or PRM certification is preferred.
- 4–5 years of banking experience in Market Risk and Liquidity Risk Management.
- Strong knowledge of Basel Framework, Market Risk, Liquidity Risk, IRRBB, FRTB, ILAAP.
- Experience in Treasury Mid-Office, Balance Sheet Analysis, Treasury Products, Banking Operations.
- Strong analytical skills with knowledge of Data Governance, Data Mapping, Data Lineage.
- Proficiency in MS Excel, SQL; experience with Bloomberg, Reuters, Treasury/Risk Management Systems is an advantage.
Key Competencies
- Strong analytical, problem-solving, and communication skills.
- Excellent stakeholder management and teamwork.
- Ability to work under pressure, manage multiple priorities, and adapt to changing regulatory requirements.
