Job
Core
Assess, monitor, and manage the Bank's Liquidity, Market, and Investment risks to ensure compliance with internal risk appetite and regulatory requirements.
Role type
Senior Officer for Investment, Market & Liquidity Risk
Builds
Risk reports, recommendations, and regulatory submissions for senior management, committees, and regulators
Domain
Banking / Financial Risk Management
Deliverable
dashboards & analysis
Required skills
Risk assessment, scenario analysis, stress testing, quantitative modeling, regulatory compliance, portfolio monitoring, data analysis
Preferred skills
VBA, SAS EG, SQL, professional qualifications (ACA, ACCA, CPA, CFA), experience in Risk Management or Treasury
Technologies
MS Office, VBA, SAS EG, SQL
Responsibilities
Oversee key liquidity and funding metrics (LCR, NSFR, ALMM); Conduct scenario, stress testing, and sensitivity analysis; Develop and enhance quantitative models and risk frameworks; Monitor investment portfolios and market risk exposures; Prepare risk reports for stakeholders; Lead regulatory initiatives (ILAAP, ICAAP, Recovery Planning)
Seniority
Senior Officer
