Unit Head - Market & Liquidity Risks

Job Description

(total positions: 1, posted on: April 16, 2024)

• Responsible for advising/recommending on investment strategies, sources of funds and distribution of earnings to Bank’s Treasury department.
• Responsible for monitoring investment performance, reviewing and revising investment plans, based on modified needs and changes in market.
• Responsible for designing and reviewing market, liquidity and country risk analysis reports.
• Responsible for prepare risk appetite limits and models  for assessment of Market, liquidity & Country risks.
• Responsible to supervise monitoring mechanism  of  regulatory and internal limits and its breaches.
• Responsible to prepare Market risk presentation for ALCO and BOD.
• Develop market risk assessment models for FX, Equities and Sukuk portfolios.
• Maintain and monitor Liquidity Early Warning Indicators (EWI) as per Bank’s Liquidity Risk Policy.
• Participate in internal/external forums relevant to BASEL/market liquidity risk management.
• Responsible for identify risk exposures accruing to the Bank, by taking into account external and internal factors causing liquidity risk to the Bank.
• Responsible for reporting of liquidity and market risks profile of the Bank in Quarterly Risk Review to CRO/Board Risk Committee.
• Responsible for performing periodical stress testing on Bank’s portfolio.
• Supervise Preparation of  CAR, LCR & NSFR reports  and Capital Management Plan for Market risk .
• Ensure the Bank is not exposed to any unwarranted risk, by implementing internal controls and accountability at each level.
• To undertake any other duties as required by the Bank.

Required Skills