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VP-Group Market Risk

Banking

Abu Dhabi

Permanent

Updated May 10, 2012


Responsible for measuring and monitoring Market Risk at the Group Level:
• Measuring and managing Interest Rate Risk at the Group level
• Measuring and managing Fx risk at the Group level
• Measuring and managing Liquidity risk at the Group level
• Implementation of Market Risk System lie Murex, ALM and FTP.
• Implementation of Market Risk Model including VaR tools.
• Preparation of Group Asset Liability Committee
• Manage Market Risk team

Risk Appetite, Market Risk Limits and Policies:
• Define the Market Risk Appetite for the Group.
• Define and maintain Market Risk Limits within the defined Risk Appetite
• Ensure Market Risk Policies are kept contemporary.

Risk Measurement Tools and Methodologies:
• Assist in developing Var Models and Stop Loss limits measuring Fx Risk and IRR Risk in the Trading book.
• Assist in developing sensitivity limits for Fx and IRR Risk for both Banking and Trading book.
• Assist in the implementation of Murex Phase 2 [VaR Models].

Who we're looking for
Looking for high calibre professionals with at least 10 years of experience within Banking and extensive experience in Treasury/Market Risk within an international banking framework which has well developed Market Risk Infrastructure

Additional requirements:
• Higher academic qualification (Bachelors plus CA/ MBA/ FRM/ CFA).
• Strong analytics and problem solving skills and demonstrated knowledge in Treasury and Market Risk.
• Strong understanding of Market Risk / Treasury system including Bloomberg/ Reuters etc.
• Strong communication, presentation and writing skills

About our client
A well reputed regional bank.

What's on offer
Competitive tax free salary and benefits on offer

Michael Page Contact
For further info, apply or phone on +971 4709 0300.  Job Ref: 9619
Your application will be sent to Saima Islam.

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