Manager - Treasury Market and Liquidity Risk

JOB PURPOSE: To monitor risk limits and control measures and contribute to the development of market risk models and reports in order to ensure the bank’s exposure to market risk is maintained within Board approved limits and regulatory requirements

ACCOUNTABILITIES

1. Risk Limits Monitoring: Produce reports, monitor results and escalate breaches of market risk and counterparty risk limits to line manager in order for remedial action to be initiated
2. Trading Book Valuation and Provisions : Contribute to the development, implementation and
monitoring of control measures to ensure dealer trading
remains within individual limits and is restricted to
approved derivatives and currencies
Conduct derivative value calculations to determine the
appropriate financial provision to be raised

3. Banking Book: Liquidity and Interest Rate Risk: 
Assist in the development and implementation of models
to measure and monitor the banking book’s exposure to
interest rate risk to ensure remedial action is initiated
when appropriate

4. Internal and External Reporting:
Assist in the preparation of market risk reports on
improvements to banking and product strategies in order
to minimise the bank’s exposure to market risk Ensure market, settlement and counterparty risk capital is
calculated and submitted to line manager in order to
demonstrate compliance to Central Bank requirements

5. Research:

Conduct research on industry leading best practices and
share feedback with line manager to ensure that the
bank’s market risk methodologies and models are
continuously developed and refined

6. Policies, Processes,Systems and Procedures:
Adhere to all relevant organisational and departmental
policies, processes, standard operating procedures and
instructions so that work is carried out to the required
standard and in a consistent manner while delivering the
required standard of service to customers and
stakeholders

7. Self-Management :Manage self in line with the bank’s people management policies, procedures, processes and practices to ensure adherence and to maximise own contribution to business
performance

8. Customer Service: Demonstrate Our Promise and apply the ADCB Service Standards to deliver the bank’s required levels of service in all internal and external customer interactions

Minimum Experience: At least 5 years of experience in a market risk department
of an international financial institution
Minimum Qualifications: Bachelor’s Degree in Statistics, Mathematics, Finance or
Commerce
Professional Qualifications : CQF, FRM or equivalent Professional Risk Management
qualification
Knowledge and Skills :Foreign Exchange Markets, Money markets; Derivatives;
Fixed Income; Structures and Liquidity Risk Management
Treasury Risk Modeling and Analysis
Local and International Banking Regulations and
Compliance Requirements
General Risk Management Methodologies
Knowledge of BLOOMBERG and REUTERS
Advanced Proficiency in MS Office Suite of Products
Including VBA Macro Programming
Written and Spoken English
Analytical Skills