Market Risk and Analytics Senior specialist

Job Purpose:Assist in Planning, executing and oversee Market Risk activities including Treasury, Investment Banking and Wealth Management middle office. Handle activities in the area of Capital , Stress testing , liquidity, Model risk.Key Tasks and Duties: •    Support Planning , execute and oversee Market risk activities and identify, analyze and report on significant risk positions whilst managing the assessment of risk exposures, market conditions, and where appropriate, recommending position reduction.•    Work under the guidance of senior staff and unit heads to set appropriate market risk limits.•    Assist in performing stress tests to determine the circumstances under which the Bank could incur material losses and ensure the material risks are captured.•    Assist in maintaining the risk management framework for new business lines, support the review of limit structures to ensure they reflect business practices, monitor market risk exposures against set limits, and prepare recommendations for corrective action under the guidance of senior staff when excesses occur.•    Assist in analyzing, monitoring, and reporting market risk exposures, risk tolerance limits, and funding positions by preparing and maintaining daily financial risk reports under the supervision of senior staff.•    Assist in measuring the Bank's market risk exposure by reporting on market positions, ensuring accuracy of data provided.•    Assist in the development, implementation and validation models, systems/vendor for risk evaluation in commercial and trading business.•    Prepare ALCO pack and contribute in providing input on new proposals and balance sheet management, and support studies of potential risks/related areas.  •    Assist in managing the model risk framework, by contributing to model validation, development and monitoring.•    Assist in enhancing the Bank’s ICAAP through improving the capital quantification models and stress testing framework.•    Understanding Bank’s balance sheet risk, and their relevance and application to theoretical and practical problems (such as capital management and planning, liquidity portfolio management, risk exposure hedging).•    Good knowledge of Big Data Analytics and Business Analytics using AI tools.•    Support in interpreting and applying regulations in a practical context.•    Assist in conducting risk reviews of all Investment Proposals, mandates & agreements •    Attend Fiduciary meetings and highlight any potential risk seen in the areas of Brokerage, Investment Banking, Wealth Management•    Review management reports on activities including position, trading and profitability.