Market and Liquidity Risk Management Specialist

Our client is one of the largest banks in the region. As part of their ongoing growth and dedication to maintaining the highest standards in risk management, they are looking to strengthen their team by hiring a Market and Liquidity Risk Management Specialist

MAIN RESPONSIBILITIES AND DUTIES:

• Monitoring, measuring, and analyzing the Bank’s exposure to liquidity, interest rate, and market risks (price and foreign exchange risks) to understand trends and changes in the level of risk the Bank is exposed to and ensure compliance with set internal and external limits.
• Developing, implementing, and improving tools/indicators for measuring and assessing liquidity, interest rate, market risks, and the reporting system.
• Monitoring trading book limits, implementing escalation processes in case of limit breaches, and proposing measures to mitigate risks.
• Calculating and improving the methodology for the valuation of securities.
• Calculating capital requirements for market risks (regulatory approach).
• Calculating internal capital requirements and participating in the internal capital adequacy assessment process in the areas of interest rate, market risk, and liquidity risk management.
• Conducting and improving the internal liquidity risk management process (ILAAP).
• Performing simulations, scenario analyses, and stress testing.
• Analyzing the impact of introducing new products on the Bank’s exposure to liquidity, interest rate, and market risks.
• Implementing and monitoring regulatory, internally defined, and Group requirements.
• Reference: PnAWx8yRGt4bl1sZSWWUhPu-xFRIsetguGQwS0pJug8.

JOB REQUIREMENTS:

• University degree (VII/1) in economics or natural-technical fields.
• Minimum 3 years of experience in similar or identical roles.
• Advanced knowledge and use of MS Office suite (especially Access, Excel, Word, PowerPoint).
• Advanced knowledge of databases (especially SQL) and Power BI tools.
• Proficiency in English.
• Knowledge of international regulations (particularly IAS 39, IFRS 9 standards), Basel standards in risk management, modern risk management methodologies and trends, and NBS regulations in relevant areas.
• Accuracy and precision, initiative, analytical skills, responsibility, teamwork, ethics, and decisiveness.

We thank all interested candidates in advance. Only shortlisted candidates will be contacted.