Title: Market Risk Analyst (UAEN)
Location: Dubai
About the Client
Our client, a leading financial institution in Dubai, is looking for a Market Risk Analyst to join their Risk Management team. This role focuses on monitoring and assessing the bank's market risk exposures while ensuring regulatory compliance.
Key Responsibilities
- Monitor daily market risk exposures across trading and banking portfolios, covering interest rate, FX, equity, commodity, and liquidity risks.
- Analyze VaR, sensitivities, stress test outcomes, and limit usage.
- Prepare regular risk reports and dashboards, flagging any breaches or trends to management.
- Support risk control development and early warning systems.
- Conduct stress testing and scenario analysis on investment portfolios, assessing impacts on capital and profitability.
- Oversee liquidity risk metrics and assist with liquidity stress tests and contingency planning.
- Ensure adherence to Central Bank regulations and assist with audit submissions.
- Review treasury and investment portfolio risks and provide recommendations.
- Maintain risk systems, enhance models, and ensure data quality.
Key Requirements
- Bachelor's degree in Finance, Economics, Statistics, or related field.
- 15 years experience in Market Risk, Treasury, or Financial Risk roles.
- FRM, CFA, or similar certifications are a plus.
- Solid understanding of market risk concepts (VaR, duration, sensitivities, liquidity risk).
- Experience with risk systems, financial modeling, and advanced Excel; Python/R skills advantageous.
- Knowledge of fixed income, FX, and derivatives markets.
- Strong analytical skills with attention to detail.
