الصفحة الرئيسية قطر Manager Market Risk - commercial bank of qatar

الصفحة الرئيسية قطر Manager Market Risk - commercial bank of qatar

Manager Market Risk - commercial bank of qatar

دوام كامل في a Laimoon Verified Company في Qatar
نُشرت يوم May 27, 2024

تفاصيل الوظيفة

To conduct the analysis monitoringand assessment on a wide array of market risk aspects and asset& liability management (ALM) including valuation stresstesting and financial modelling of banks assets andliabilities.KeyAccountabilitiesDevelopimplement and maintain market risk models to facilitate effectiveassessment and monitoring of an array of risks including interestrate risk credit spread risk basis risk among others. Reviewvalidate and backtest the necessary market risk models on anongoing basisProduce daily risk basedP&L for trading and investment portfolios. Articulate adaily view of risk and P&L to senior management in riskincluding explanations of substantial position changes limitviolations and material market factorchangesMonitor established risk levels withreporting on any breach to managementAssessthe appropriateness of the risk reward profile of new investmentsand product types. Assist in development of valuation models fornew product typesEnsure regulatory compliancein the market risk area including FRTBMeasuremonitor and report on interest rate risk and liquidity riskposition and profileDevelop and maintaindynamic ALM modelling including stresstestingEnhance IRR oversight reporting byclarifying components of interest rate risk and introducinganalytics around sensitivity to model assumptions (prepayments NMDstability deposit pricing)Participate in thedevelopment of the banks Economic Risk Capital (ERC) / Stress Testmodel including prepare documentation form parameter assumptionsmethodologies and processesUnderstand howchanges in risk profiles impact the balance sheet and RWAusageAssist in the testing and implementationof strategic infrastructure to enhance risk managementscapabilities including valuation of financialinstrumentsPrepare analysis and presentationssupporting recommendations to the Head of MarketRiskSkillsEducationBachelorsDegree in BusinessrelatedmajorThis job has beensourced from an external job board.More jobson

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