| |
Partager cette information : 
Voir les 28 annonces d'emploi de SELBY-JENNINGS
Deputy Head of market risk-Cross asset, Bahrain, Excellent base salary (tax free) + bonus & additional benefits
Deputy head of market risk for investment bank in the Middle East.
Background to the role:
-Understudy to the Head of Market Risk Management for all matters related to the Department Management.
-Act in the Market Risk Management team as the focal point in following areas:
-Definition and Maintenance of the Group Financial Instruments valuation methodologies (Specification, Implementation and Validation).
-Definition and Maintenance of Group Liquidity and Market Risk measurement methodologies (Specification, Implementation and Validation).
-Quantitative support in the Group Credit and Operational Risk measurement methodologies (Specification, Implementation and Validation).
-Tuning and Maintenance of the Market Risk systems in collaboration with System support.
Responsibilities within this position:
-Assess and provide a consistent and coherent methodology for instruments valuation, Market and liquidity risk across the portfolios and the branches of the Group.
-Define, test and implement Systems functionality specifications to support any enhancement to the overall Market Risk systems in collaboration with other MRM team members.
-Assist Department Head in keeping contemporary the Group Valuation, Liquidity and Market Risk frameworks : Review and implementation of model and quantitative aspects of all Internal and Regulatory requirements; Alternate Secretariat of the Valuation Committee and ALCO Sub Committee; Keeping up to date Group Policies and Procedures related to models and methodologies; Liaison with Branches, advice on Valuation, Liquidity & Market Risk Models and methodologies.
-Act in lieu of the Head of Market Risk Management when circumstances require it (representation in meetings, Unit business continuity, and supervision of the other team members). Assist Head of Market Risk Management in Department management issues.
-Work with other Market Risk Management team members and other risk stakeholders in the models and methodologies aspects of new products risk assessment.
-Provide quantitative support in collaboration with business analyst for the implementation and maintenance of Credit and Operational Risk models and methodologies.
The successful candidate will have the following background and skill set:
-Graduate University Degree and/or CFA/FRM. 7+ years experience.
-Strong quantitative and conceptual skills driven by a proactive and solution-providing mindset.
-Excellent theoretical and practical knowledge of financial instruments and risk measurement methods and models.
-Good knowledge of statistics and simulations methods.
-Relevant hands-on experience in the implementation and testing of models and methodologies in valuation and market & liquidity risk measurement.
-Exposure to Credit and Operational Risk quantitative methods will be a plus.
-Demonstrated supervisory capabilities.
If you would be interested in moving forward with this role please send your CV by mil.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
