Market & Liquidity Risk Officer

Job Purpose:

To support Head of Market Risk in monitoring Gulf Banks exposure to Market and Liquidity risks.

Job Accountabilities:

(-) Risk Models & infrastructure:

•To develop and implement risk models to quantify and monitor market and liquidityrisks.

•Support model development for ERM as requested by Head ofERM

(-) Market Risk Management: Monitor and identify market and liquidity risks across the bank.

(-) Market & Liquidity Risk Procedures: - Ensure proper documentation of market and liquidity risk procedures. (-) Market Risk Disclosures and MIS: To report to internal and external stakeholders on risk issues.

·Support ICAAP model and stress testing computation and reporting

(-) Ensure compliance with the Bank’s policies, corporate governance, and risk management processes

Education & Qualification:

Bachelor degree in Finance, Statistics, Accounting, Math or Economics.

Knowledge:

Accounting, Finance, statistics, Math, MS office and VBA

Experience:

At least 3 years in relevant position.