Summary
Date Posted: Monday, September 05, 2022 , Base Salary: Not Disclosed

JOB DETAILS:
Analyst – Market Risk

Job Purpose:
Reporting to the Chief Risk Officer, the Analyst – Market Risk will be responsible to provide risk oversight of the activities undertaken by the Financial Markets Division while ensuring adherence to the Bank’s policies, procedures and prudential limits in accordance with regulatory guidelines.

Key Responsibilities:
• Proactively identify and address risk issues and weaknesses in existing policies and procedures and recommend improvements
• Independently monitor risk exposures and ensure market risk positions are within prudential limits and regulatory limits
• Perform daily computation of FX VaR and monitoring of the portfolio performance
• Monitor and analyse the ALM and market risk metrics (including but not limited to liquidity gap, interest rate gap, duration, EaR, VaR)
• Run scenario and stress testing analysis
• Build quantitative tools and models as needed to provide effective analysis of the market risk
• Be up to date with global macro events across asset classes - FX, Bonds, Money Markets and Commodities as well as show understanding of the effects of these events to explain market volatility and impact on P&L
• Report on the evolution of the Bank’s market and liquidity risk exposures and performance
• Participate in any adhoc tasks as delegated by the Chief Risk Officer and/or Senior Management Team pertaining to Risk Management

Qualifications, Experience & Skills:
• Bachelor degree in any related field with emphasis on mathematical / analytical techniques
• At least 1 year of experience within Risk Management or Financial Markets or Treasury or ALM functions
• Previous work experience in Operational Risk and/or Audit, Compliance, or other control functions in the financial industry will constitute an advantage
• Sound understanding of a holistic enterprise wise risk framework
• Sound understanding of governance around Operational Risk Management including a practical understanding of the ‘three lines of defence’ Model
• Ability to interact with all functions and levels of staff, including senior management
• Excellent communication, interpersonal and reporting skills
• Ability to solve problems independently, to show flexibility and to act proactively


Work Hours: 8

Experience in Months: 12

Level of Education: Bachelor Degree

Job application procedure

Interested and qualified? Go to SBM Bank on www.sbmgroup.mu to apply


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