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Manager Market - Liquidity / Enterprise Risk

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Industry:
Banking/Financial Services
Category:
Marketing
Total Position:
1
Job Type:
Full Time/Permanent ( First Shift (Day) )
Job Location:
Islamabad
Gender:
No Preference
Minimum Education:
Masters
Degree Title:
Preferred FRM / CFA or advanced graduate university degree (typically in mathematics, business administration, finance, statistics or equivalent)
Career Level:
Experienced Professional
Minimum Experience:
7 Years(7 years experience preferably in financial risk management / enterprise risk management with a financial focus. Previous banking and / or microfinance experience is desirable.)
Apply By:
Dec 15, 2017
Posted On:
Nov 24, 2017
Job Description

Manage and developthe market, liquidity and enterprise risk functions for the bank in accordance with the Risk Management Policy and Framework, adhering to regulatory requirements and best international standards and practices.

Key Responsibilities

1.Strengthen governance of market and liquidity risk through the development and ongoing review of risk appetite, policy, procedures, contingency plans and limits

Review and propose market and liquidity risk appetite, including market and liquidity risk limits

Review and propose market and liquidity risk policy

Formulate market and liquidity risk procedures

Review investment policy and liquidity management policy

Establish liquidity contingency plan

Review ALCO material & minutes and provide input for CRO

2.Supervise ongoing monitoring, analyses and timely reporting of market and liquidity risk levels for management, RMC, ALCO, and BRMC, in compliance with risk policy and procedures

Supervise estimation of risk metrics for the investments portfolio

Supervise preparation of repricing schedule, estimation of NII and EVE risk, and carrying out of SBP market risk stress tests

Supervise calculation of liquidity ratios and early warning indicators, trend analysis, determination of core deposits, and carrying out of stress tests / scenario analyses for liquidity risk

Deliver / supervise preparation of timely reports and presentations on market and liquidity risk analyses and evaluation

3.Supervise off-site system-based middle office monitoring of Treasury activities through independent revaluation, limit monitoring, deal rate checking, and trend analyses of deal volumes, rates, counterparties & brokers

Supervise daily revaluation of investments portfolio and checking of Treasury revaluation on weekly basis

Supervise monitoring of Treasury limits compliance, ensure documentation and escalation of breaches to appropriate authorities

Supervise monitoring and tracking of Treasury deal rates, volumes, tenors, counterparties, and brokers

Supervise circulation of daily / monthly reports including Treasury limits compliance, revaluation, P&L and deal rate checking

Supervise RMD review of Treasury manual

4.Lead the annual review of the Risk Management Policy and Framework

Review and propose revisions to the Risk Management Policy, in coordination with other risk functions and in line with BoD, management and regulatory requirements

Review and propose revisions to the Risk Management & Reporting Framework, including risk appetite, in coordination with other risk functions and in line with BoD, management and regulatory requirements

5.Develop risk models in compliance with regulatory standards and best-practices and use models to generate global risk analytics and / or risk limits for informed managerial decision-making

Maintain and develop daily market & liquidity risk model and monthly ALM model

Supervise updation of counterparty limits, dealer limits using approved RMC model

Supervised updation of insurance companies limits model

Develop and use model to carry out stress testing on holistic basis in compliance with Risk Management & Reporting Framework and SBP action plan

Review models for credit and operational risk in collaboration with Managers Credit Risk and Operational Risk

6.Review annual business strategy and provide stress testing / scenario analyses as required throughout the year

Review business strategy and ongoing developments against approved strategy from a risk perspective in light of Framework, policy, stress tests, risk appetite

Provide stress testing through scenario / sensitivity / what-if analyses on quarterly as well as ad-hoc basis on request of management (e.g. in order to gauge risk impact of a shift in ALM strategy)

Job Requirements:

Education

Preferred FRM / CFA or advanced graduate university degree (typically in mathematics, business administration, finance, statistics or equivalent)

Skills

7 years experience preferably in financial risk management / enterprise risk management with a financial focus. Previous banking and / or microfinance experience is desirable.

Knowledge of banking products, accounting, finance and ERM principles and financial modeling.

Exhibits and upholds KMBLs values and social performance objectives.

Duration & Nature of Previous Experience

Strong technical, analytical and communication skills. Highly proficient in word processing, spreadsheet, and presentation applications. VBA / query-building knowledge is an advantage.

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