Analyst – Market, Liquidity and Funding Risk

Job Purpose:The Analyst is responsible to support the Market, Liquidity and Funding Risk Team and the Chief Risk Officer (CRO) in the risk oversight of the activities undertaken by the Financial Markets Division and Assets and Liability Management Team while ensuring adherence to the Bank’s policies, procedures and prudential limits in accordance with regulatory guidelines..  Key Responsibilities:1. Market Risk Management & Monitoring:• Assist in identifying and assessing market risk factors affecting the bank's trading and investment activities, including interest rate risk, foreign exchange risk, price risk, and commodity risk.• Assist in quantifying market risk exposures using various risk measurement techniques, such as value-at-risk (VaR) models.• Assist in the proactive monitoring of activities of ALM and FMD• Assist in the monitoring of the bank's market risk exposures on a regular basis and assess potential risks arising from market movements and changes in economic conditions.• Generate market risk reports and dashboards to keep senior management informed about market and liquidity risk levels.2. Policies & Frameworks:• Assist in the implementation and review of policies and risk management frameworks to ensure that risk is within acceptable levels and aligned with the bank's risk appetite3. Liquidity Risk Assessment & Management:• Assist in the identification and assessment of liquidity risk factors that could impact the bank's ability to meet its financial obligations.• Quantify liquidity risk exposures• Ensure the bank is operating within liquidity risk regulatory requirements and prudential limits and assist in the monitoring of limits on an ongoing basis.4. Liquidity Contingency Planning:• Maintain and review liquidity contingency plans to address potential liquidity shortfalls or crisis situations5. Trading Desk Oversight:• Assist in the monitoring of trading desk risk limits and ensure that traders adhere to their established delegated limits and risk appetite of the bank.6. Stress Testing and Scenario Analysis:• Assist in conducting stress testing and scenario analysis to assess the bank's market and liquidity risk exposure under adverse market conditions.• Assist in proposing risk mitigation strategies based on stress test results.7. Market, Liquidity & Funding Reporting:• Gather data and MIS to prepare regular risk reports for senior management and relevant stakeholders.• Communicate risk issues, trends, and key performance indicators to the Market, Liquidity and Funding Risk Lead, CRO, management and the board of directors.• Perform any other related duties as may be requiredQualifications, Skills & Knowledge:• Bachelor degree or diploma in Risk Management / Finance / Banking/ Actuarial Science/ Accounting / Management or any related field• Master degree in Financial Risk Management / Finance / Banking / Accounting or any related fields; or Professional Qualifications such as FRM / CFA would be an advantage• At least two years experience in either Banking, Consultancy, Audit, Risk Management, Market & Liquidity Risk, Treasury, ALM or other financial institutions• Knowledge and understanding of risk and market, liquidity and funding management in the banking sector• Knowledge and understanding of regulatory requirements and development in the banking and financial industries• Good understanding of banking regulatory framework (including BASEL principles), risk modelling of market and liquidity risk parameters• Strong analytical background• Communication, interpersonal and reporting skills