Manager Market and Liquidity Risk

1 week ago


Riyadh, Ar Riyāḑ, Saudi Arabia البنك السعودي الفرنسي Full time

Manager Market & Liquidity Risk has the operational responsibilities outlined on Market Risk Analyst section as well as all the daily managerial responsibilities to ensure efficient production and reporting.

He/She is also responsible for the continual enhancement of Market Risk controls on Global Markets Group activities.

  • Money Market, Interest Rate Derivatives, Debt and Credit Markets and Foreign Exchange are the main Product Lines involved.
  • Analysis and explanation of the P&L figures
  • Analysis and explanation of Market Risk indicators
  • Investigation on breaches of limits & any unusual/atypical activity impacting PnL and/or Risks
  • Implementation of Market Risk processes
  • Support any department in term of market risk purpose if needed
  • Assisting in BSF projects involving Market Risk
  • Market Data production and validation for valuation (based on realtime sources: Reuters / Bloomberg)
  • Backtesting of the VaR
  • Checking that all activities are authorized
  • Review capital charge for Market risk as per Basel II guidelines

المهارات:

  • Master Degree in Mathematics & Finance
  • At least 5 years in close relation with Capital activities (Risk Management, Trading )
  • Strong mathematical and financial knowledge
  • Technical knowledge of market products, the methods for their valuation and monitoring, and the risks created
  • Knowledge on derivatives products (pricing, monitoring.)
  • Ability to produce clear documentation and procedure
  • Fluent in English
  • Strong proficiency with Excel
  • Excellent analysis & problem solving
  • Kondor+ (FO System) and Global View (Risk system)
  • Financial Systems: Reuters / Bloomberg
  • Discipline, autonomy and respect of deadlines
  • Ability to work productively in stressed environment
  • Good communication skill


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