Senior Manager, Treasury Risk (6 Month Contract, Immediate Start)

Senior Manager, Treasury Risk (6 Month Contract, Immediate Start)Direct message the job poster from Aventus Search Consultant - Risk & Compliance at Aventus

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Author of Dark Blue Title: Senior Manager, Treasury Risk Location: Dubai About the Client Our client, a leading bank, is seeking a Senior Manager, Treasury Risk to join their team. In this role, you’ll help shape and contribute toward risk strategy, liaising with senior leaders in the business.Key Responsibilities: Oversee derivatives portfolio valuation and monthly customer-facing valuations.Implement and enhance market risk metrics: Va R, DV01, CS01, Potential Future Exposure (PFE).Maintain, back-test, and validate models (XVA, IRRBB, market risk, counterparty credit risk).Design and execute stress scenarios for investment and trading portfolios.Analyse interest rate, FX, liquidity, and other risk sensitivities.Produce regular risk reports for Senior Management and ALCO, covering market, IRRBB, liquidity, and counterparty exposure.Collaborate with Treasury to challenge and guide risk-taking strategies.Ensure timely remediation of audit, regulatory, and compliance findings.Review and validate risk inputs for new treasury products from both market and counterparty credit perspectives.Maintain and enhance capital and risk models (market, counterparty, IRRBB).Develop policies covering Market Risk, IRRBB, and Counterparty Risk.Requirements: At least 10 years in senior treasury or market risk roles at major banks or financial institutions.Strong expertise in treasury products, derivative valuation, and risk management frameworks, especially Basel III/liquidity standards Hands‑on experience with risk tools and techniques: Va R, stress testing, XVA, IRRBB, DV01/CS01, etc.Proficiency in systems such as Bloomberg/Reuters Excellent communication, analytical mindset, and ability to collaborate with senior stakeholders.Seniority level Seniority level Mid-Senior level Employment type Employment type Full-time Job function Job function Other Industries Banking Referrals increase your chances of interviewing at Aventus by 2x Manager, Treasury Middle Office & Product Control Senior Finance Manager - Merger and Acquisitions Senior Finance Manager - Budgeting (National Talent)Senior Manager, Wholesale Banking Solutions (Treasury)FIS Balance Sheet Manager -Banking Domain with Home Finance Senior Finance Manager, Asset Management Senior Manager Finance - Dubai Holding Hospitality Assets We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr