Senior Analyst – Market Risk (ANSA Merchant Bank)

Our client, ANSA Merchant Bank Limited (AMBL) is seeking to fill the position of Senior Analyst – Market Risk.

JOB SUMMARY

The Senior Analyst – Market Risk will:

• Work as a key resource to the Chief Risk Officer assisting with the management of the market risk control function of AMBL and its subsidiaries;
• Assist in the planning and implementation of the market risk policies, market risk management framework and internal controls, and ensure its compliance by the different business units and subsidiaries;
• Participate in definition and preparation of supporting documents for the different executive committees

DUTIES AND RESPONSIBILITIES

• Provide support in the implementation of the new IRRBB framework requirements and internal governance, and oversee the regulatory submission processes;
• Assist in the market risk quantification under the ICAAP process and to assist the Finance team with the calculation of the IFRS 9 Expected Credit Loss Provisions;
• Participate in the market risk capital requirements calculation process under current regulatory frameworks;
• Oversee the daily capture, monitor, control and reporting of the Bank’s and subsidiaries’ market risk and ensure these are reported accurately;
• Provide support in the development and implementation processes for the quality control of market data captured by the risk system;
• Assist with the preparation of monthly and quarterly Risk Management reports for submission to ALCO, Senior Management and Board of Directors (where applicable), respectively;
• Provide oversight for market risk limit monitoring and utilizations. Develop and review market risk policies and procedures;
• Suggest, develop and implement measures leading to a better risk management framework and improvement of internal controls;
• Respond to ad hoc requests from the business, risk management or regulators.

QUALIFICATIONS AND EXPERIENCE

• University Degree in Economics or Finance or other suitably related fields. Level II CFA will also be considered.
• 3-5 years’ years progressive experience in Banking in a risk management or portfolio management environment.

BUSINESS/TECHNICAL SKILLS

• Computer literate. Proficient with Microsoft Office applications with Excel at an intermediate level.
• Ability to quickly establish and maintain relationships with all market participants.
• Solid quantitative analytical skills with ability to think quickly and make sound decisions within prescribed guidelines.
• Strong working knowledge of Market, Credit and Liquidity risk concepts and ability to use this knowledge in approval and hedging decisions as well as understanding of how these and other risks such as Operational Risk interact and affect the organization

We wish to thank all applicants for their interest, however, only those favourably considered will be contacted.