Manager Market & Treasury Risk

Job Title: Manager Market & Treasury Risk
Total Position: ONE (In Karachi )
Job Type Permanent
Minimum Education: Bachelors Degree in Finance, Mathematics, Business Administration or Economics
Minimum Experience: Candidate should have 8 to 10 years of banking experience with 2 to 3 years relevant experience in Market & Liquidity Risk Management.
Key Responsibilities:
• Develop appropriate risk measures (PV01, Value at Risk) & associated risk limits for controlling market risk exposures.
• Independently validate the market rates applied on all trading and banking positions held by the Bank, at current market prices.
• To ensure that all limits are adhered to and closely monitor the effect of remedial actions taken by the traders for rectification in a limit breach.
• Responsible to undertake stress testing exercise on a periodic basis.
• Develop models to capture Interest rate / Liquidity / Equity risk
• Responsible for the identification, quantification and control of the liquidity risks that the Bank is exposed to.
• Proactively engaging in and providing analytical support on various on-going Treasury projects pertaining to Market and Liquidity Risk Oversight
• Building out the governance structure related to the policies, standards and procedures related to Market & Liquidity Risk.
• Proposing, designing and/or enhancing existing reporting infrastructure to strengthen the format and content delivered to senior management.
• Interacting with key stakeholders, e.g., business line leaders, Treasury professionals, Finance and Compliance officers, to evaluate the market and liquidity risk inherent in business strategies and providing support for balance sheet analysis
• Responsible for the identification, quantification and control of the equity risks that the Bank is exposed to.