Market Risk Analyst

Client of Expert Skilled Human Resource Consulting

1. Market Risk Monitoring & Analysis

• Monitor daily market risk exposures across trading and banking book portfolios.
• Analyze interest rate, FX, equity, commodity, and liquidity risk exposures.
• Track Value-at-Risk (VaR), sensitivities, stress test results, and limit utilizations.

2. Reporting & Controls

• Prepare regular market risk reports including daily, weekly, and monthly dashboards.
• Highlight limit breaches, risk trends, and potential vulnerabilities to senior management.
• Support the development of market risk control mechanisms and early warning indicators.

3. Stress Testing & Scenario Analysis

• Conduct sensitivity and stress testing on investment portfolios.
• Evaluate the impact of market movements on bank profitability and capital adequacy.
• Assist with ICAAP-related market risk analysis.

4. Liquidity Risk Management

• Monitor liquidity ratios, LCR/NSFR, funding concentrations, and cash flow mismatches.
• Support preparation of liquidity risk reports and contingency funding plans.
• Conduct liquidity stress testing as per regulatory guidelines.

5. Regulatory Compliance

• Ensure compliance with UAE Central Bank market risk frameworks and reporting requirements.
• Assist in preparing submissions for regulatory audits and examinations.
• Stay updated with market risk standards and regulatory changes.

6. Investment Portfolio Oversight

• Analyze performance and risk metrics for treasury and investment portfolios.
• Assess credit spreads, yields, and market valuation impacts.
• Provide recommendations to enhance risk-return profiles.

7. Systems, Models & Data Management

• Work with risk systems (e.g., Treasury systems, risk engines, market data platforms).
• Assist in the enhancement of models such as VaR, stress testing, and exposure calculations.
• Ensure accuracy and integrity of market risk data.

Qualifications & Skills:

Education & Experience:

• Bachelors degree in Finance, Economics, Mathematics, Statistics, or related field.
• 15 years of experience in Market Risk, Treasury Middle Office, or Financial Risk Analysis.
• Professional certifications (FRM, CFA) are an advantage.

Technical Skills:

• Strong understanding of market risk concepts (VaR, duration, convexity, sensitivities, EVE/NII, liquidity risk).
• Experience with risk systems, financial modeling, and market data tools.
• Advanced MS Excel skills; familiarity with Python/R is beneficial.
• Understanding of fixed income, FX markets, and derivatives.

Behavioral Competencies:

• Analytical mindset with excellent attention to detail.
• Strong communication and reporting skills.
• Ability to work under pressure and meet tight deadlines.
• Team-oriented, proactive, and disciplined.

Key Deliverables:

• Accurate and timely market risk reports.
• Regular stress test and limit monitoring outputs.
• Compliance with bank risk appetite and regulatory standards.
• Effective identification of market trends and risk exposures.