Market Risk Officer

Reports to: Chief Risk Officer

Key Responsibilities

• Support 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
• Preparation of Management report to RMC and ALCO committee
• Identify emerging risks and control issues
• Daily monitoring of CRR.
• Serve as Treasury Middle officer to review and approve all treasury dealings before system booking.
• Monitor exchange rates, and interest rates and update the daily spot/monthly average prices database
• Monitoring of set limits for compliance and promptly flagging triggers to the Head of Risk.
• Review and analysis of the treasury manual and system blotters for correctness and accuracy.
• Review and analysis of Balance Sheet Ratios and limits (Internally and Regulatory).
• Maintain Revaluation rates.
• Scanning financial markets for relevant data to positions held by the bank, both financial and regulatory.
• To monitor liquidity risk, establish trends of liquid assets to total assets or liabilities over time.
• Carry out stress tests on liquid and interest-bearing assets and liability gaps to establish liquidity and interest rate risks.
• Analyze foreign currency assets and liabilities and do stress tests to establish foreign currency exchange risk.
• Respond to ad hoc requests from the business, risk management or regulators.

Education.

A Bachelor’s degree from a reputable University.