Title: Senior Manager, Market Risk (12 Month Contract)
Location: Dubai
About the Client
Our client is a well-established UAE based bank with a strong regional presence and a diversified balance sheet across corporate, retail, and treasury activities. As part of its continued focus on strengthening risk governance and oversight, the bank is expanding its Market Risk function to enhance monitoring, analytics, and reporting across trading and banking book exposures.
Key Responsibilities
- Oversee the monitoring and management of market risk exposures across trading and banking book portfolios.
- Develop and maintain market risk measurement frameworks including Value at Risk (VaR), sensitivity analysis, and stress testing.
- Monitor key treasury-related risk metrics including interest rate risk, FX risk, and other market exposures.
- Prepare and present market risk reports for senior management committees including ALCO and Risk Committees.
- Ensure compliance with internal risk policies and regulatory requirements, includingBasel III market risk standards.
Requirements
- 812 years experience in Market Risk or Treasury Risk within a reputable bank.
- Strong expertise in market risk measurement methodologies including VaR, sensitivities, and stress testing.
- Solid understanding of interest rate risk, FX risk, and fixed income products.
- Experience preparing risk reports and engaging with senior management and risk committees.
- Bachelor's degree in Finance, Mathematics, Economics, or a related discipline; FRM or PRM certification is advantageous.
