Manager – Liquidity, Market & Enterprise Risk

Company: Al Maryah Community Bank
Location: Abu Dhabi – United Arab Emirates
Employment Type: Full-time
Description:
Role Purpose:

Key member of Bank’s Risk team, with responsibility to support the department head in assuring that all Liquidity and Market risks, in addition to some of the Enterprise Risks, are measured accurately and managed/controlled in a pro-active manor so they fall within the bank’s risk appetite and meet internal and CBUAE requirements.

Key Accountabilities:

Liquidity Risk

• Support in monitoring current, forward, and stress testing of liquidity risks.

• Support in preparation of behavioral study on stickiness of CASA and fixed deposits.

• Support in the design of the Bank’s risk appetite, ensuring liquidity risks are identified.

• Support in monitoring key liquidity risk metrics and preparing reporting.

• Support with policies, procedures, and models.

• Support in the implementation and improvement of liquidity risk reporting infrastructure, systems, and tools.

Market Risk

• Undertake the daily capture, monitor, and reporting of the Bank’s market risks against… limits.

• Support in the implementation and improvement of market risk reporting infrastructure, systems, and tools.

• Conduct market risk capital requirements, VaR, Stressed VaR, and EVE/ EaR calculations.

• Support in reporting on and designing stress test scenarios.

• Support with policies, procedures, and models.

Enterprise Risk

• Assist with the Enterprise Risk Management (ERM) framework and system.

• Support in the design and maintenance of risk-related frameworks, policies, and procedures.

• Participate in Risk Appetite Statement and ICAAP preparation and monitoring.

• Assist in preparing risk dashboards for the board / committees.

• Lead on all data quality initiatives and ensure data is accurately captured in systems.

Skills:

·Very good understanding of in liquidity risk, market risk, and IRRBB, and ideally including enterprise risk, risk appetite, model risk, ICAAP, stress testing, and CBUAE regulations.

·Ideally with experience using data / statistical analysis tools, such as R, Python, SAS, SQL,or VBA.

·Analytical skills, independent and detail oriented.

·Good presentation skills and ability to transform data into understandable actions.

·Project management skills.

·Ability to organize and plan different work activities.

·Confident communicator with the ability to interact at all levels.

Experience:

·6+ years of relevant experience with exposure in liquidity risk, market risk, and IRRBB, and ideally including enterprise risk, risk appetite, model risk, ICAAP, stress testing, and CBUAE regulations.

Education:

· Bachelor’s degree ideally in Mathematics, Finance, Economics, Statistics, Accounting, Business, or Engineering.

· Master’s degree is preferred but not mandatory.

· FRM, PRM or CFA is preferred but not mandatory

Source: LinkedIn

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