Senior Manager - Market Risk

Job description

The role is responsible for the implementation of market and liquidity risk management frameworks. He/She conducts analyses and assessments of various market and liquidity scenarios and how it impacts the organization’s risk appetite and funding capacity. He oversees the monitoring of risk controls and thresholds. He has excellent analytical, strategic planning, problem resolution and communication skills. He is comfortable working in deadline driven environments and can manage multiple responsibilities while effectively focusing on priority issues. • Maintain market and liquidity risk management policies and frameworks • Oversee the enforcement and implementation of market risk and liquidity risk management policies and governance frameworks • Review and develop strategies to align the organization’s market and liquidity risk management policies, frameworks and activities with regulatory requirements. • Define operational plans to align treasury functions and market and liquidity risk management activities • Correspond with internal and /or external auditors, senior management and other market professionals on market risk and liquidity risk related matters • Conduct training on market and liquidity risk related topics to develop team member’s risk literacy and awareness • Manage risk appetite and risk controls • Oversee the implementation of valuation modeling and analysis of market and liquidity risks • Implement and enforce market risk and liquidity risk limits for all risk-taking business units • Initiate changes and improvements that aid the efficiency and effectiveness of risk control and liquidity gap closure activities • Identify mitigating actions for incidents of non-compliance with market risk and liquidity risk management requirements and limits • Conduct assurance checks on risk modelling outputs for accurate assessment of controls and risk monitoring activities • Analyse identified legislation to determine its impact on the organization’s risk control requirements • Perform any other duties assigned to by the line manager related to the nature of the work • Enforce, incorporate, and comply with all necessary controls and related information security policies, procedures, practices, training, reporting, personal due diligence, and vigilance, within departmental/unit activities and operations.

Requirements

• Preferred Qualifications
• Excellent academic background, preferably with a degree in business, finance or a quantitative discipline
• Years & Nature of Experience
• 5+ years of equivalent experience in a Corporate Treasury or a Risk Management department in the financial services sector
• As an individual contributor, would be the subject matter expert for a capability area or key process in their organization and would typically be the person to lead design work in their area
• Has lead technical or process areas in their area
• excels at leading teams and worked effectively with other areas and stakeholders outside their function
• If a manager of others, has impacted team culture through their work
• Has clearly demonstrated ability to link technical contribution back to business impact for their team or area
• Strong understanding of risk, liquidity, and financial products
• Strong analytical, problem solving and organizational skills
• Ability to synthesize complex data sets and problems and conceptualize appropriate solutions
• Technical Competencies
• Asset and Liability Management
• Market Risk Management
• Business Continuity Planning
• Business Environment Analysis
• Ethical Culture
• Behavioral Competencies
• Decision Making
• Communication
• Interpersonal Skills

Skills