Associate Director - Financial Risk Management
Posted on :
04-12-2024
Employer Active
1 Vacancy
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Monthly Salary
Not Disclosed
Salary Not Disclosed
Vacancy
1 Vacancy
Posted on :
04-12-2024
Job Description
The role covers the financial risk management (FRM) advisory particularly the market and liquidity risk advisory practice. The core
focus of the incumbent is on interest rates foreign exchange balance sheet management strategies and liquidity and funding risk
analysis. The incumbent must demonstrate solid quantitative and analytical skills and must be a logical problem solver who can
justify the rationale for the solutions or recommendations presented. The role will encourage crossfunctional collaboration
working closely with the hedge advisory team technology teams and senior management.
focus of the incumbent is on interest rates foreign exchange balance sheet management strategies and liquidity and funding risk
analysis. The incumbent must demonstrate solid quantitative and analytical skills and must be a logical problem solver who can
justify the rationale for the solutions or recommendations presented. The role will encourage crossfunctional collaboration
working closely with the hedge advisory team technology teams and senior management.
Executive & Technical Duties
Understand the business nature and its working protocols.
Manage and lead regulatory risk projects ensuring timelines are maintained deliverables are agreed upon and effective
communication is upheld with clients and internal stakeholders.
Develop and maintain robust Market and Liquidity Risk Management frameworks ensuring compliance with regulatory
standards (e.g. Basel III/IV LCR NSFR) and alignment with business objectives.
Lead the design implementation and monitoring of Treasury Risk Management strategies including structural hedging to
manage balance sheet risks effectively.
Perform advanced Interest Rate Risk (IRRBB) and Foreign Exchange (FX) Risk analyses leveraging quantitative methods to
mitigate potential exposures and support ALM strategies.
Develop and execute Market Risk measurement and monitoring processes with a focus on scenario analysis stress testing
and compliance with regulatory and economic capital requirements.
Conduct Liquidity and Funding Risk Analysis including cash flow projections stress testing contingency planning and
monitoring of key metrics such as liquidity buffers and regulatory ratios.
Design and implement Funds Transfer Pricing (FTP) frameworks to support effective pricing allocation of funding costs and
performance measurement across business units.
Apply expertise in Liquidity Stress Testing Recovery Planning and contingency frameworks to enhance the organization's
resilience against funding shocks.
Ensure compliance with international banking regulations including Basel frameworks with specific application to Market
and Liquidity Risks.
Contribute to the development of Asset and Liability Management (ALM) frameworks and Balance Sheet Management
strategies ensuring alignment with regulatory and organizational objectives.
Leverage general knowledge of Behavioral Modelling techniques including deposit attrition prepayment risks and
customer behavior analysis to support ALM and liquidity planning.
Demonstrate a general understanding of Quantitative Finance and its application to risk analysis including: Macro
economic risk factor modeling and satellite models Market risk factors in the riskneutral framework and Topdown
balance sheet projections for stresstesting and reverse stress testing (aligned with IFRS 9 and ICAAP/SREP).
Support the development implementation and validation of pricing models ensuring accuracy and alignment with
regulatory standards.
Provide input into the ICAAP (Internal Capital Adequacy Assessment Process) Risk Appetite Framework (RAF) and stress
testing programs ensuring consistency with regulatory expectations.
Contribute to the development and implementation of Market Risk Credit Risk and Pillar II Risk frameworks with a focus
on ensuring alignment with risk appetite and regulatory standards.
Collaborate on Liquidity Risk Framework design for both economic and regulatory purposes ensuring effective
management of funding and liquidity risks.
Understand the business nature and its working protocols.
Manage and lead regulatory risk projects ensuring timelines are maintained deliverables are agreed upon and effective
communication is upheld with clients and internal stakeholders.
Develop and maintain robust Market and Liquidity Risk Management frameworks ensuring compliance with regulatory
standards (e.g. Basel III/IV LCR NSFR) and alignment with business objectives.
Lead the design implementation and monitoring of Treasury Risk Management strategies including structural hedging to
manage balance sheet risks effectively.
Perform advanced Interest Rate Risk (IRRBB) and Foreign Exchange (FX) Risk analyses leveraging quantitative methods to
mitigate potential exposures and support ALM strategies.
Develop and execute Market Risk measurement and monitoring processes with a focus on scenario analysis stress testing
and compliance with regulatory and economic capital requirements.
Conduct Liquidity and Funding Risk Analysis including cash flow projections stress testing contingency planning and
monitoring of key metrics such as liquidity buffers and regulatory ratios.
Design and implement Funds Transfer Pricing (FTP) frameworks to support effective pricing allocation of funding costs and
performance measurement across business units.
Apply expertise in Liquidity Stress Testing Recovery Planning and contingency frameworks to enhance the organization's
resilience against funding shocks.
Ensure compliance with international banking regulations including Basel frameworks with specific application to Market
and Liquidity Risks.
Contribute to the development of Asset and Liability Management (ALM) frameworks and Balance Sheet Management
strategies ensuring alignment with regulatory and organizational objectives.
Leverage general knowledge of Behavioral Modelling techniques including deposit attrition prepayment risks and
customer behavior analysis to support ALM and liquidity planning.
Demonstrate a general understanding of Quantitative Finance and its application to risk analysis including: Macro
economic risk factor modeling and satellite models Market risk factors in the riskneutral framework and Topdown
balance sheet projections for stresstesting and reverse stress testing (aligned with IFRS 9 and ICAAP/SREP).
Support the development implementation and validation of pricing models ensuring accuracy and alignment with
regulatory standards.
Provide input into the ICAAP (Internal Capital Adequacy Assessment Process) Risk Appetite Framework (RAF) and stress
testing programs ensuring consistency with regulatory expectations.
Contribute to the development and implementation of Market Risk Credit Risk and Pillar II Risk frameworks with a focus
on ensuring alignment with risk appetite and regulatory standards.
Collaborate on Liquidity Risk Framework design for both economic and regulatory purposes ensuring effective
management of funding and liquidity risks.
Associate Director Job Code:
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Assist in the execution of stress testing and reverse stress testing procedures including scenario development and result
interpretation for ICAAP SREP and Recovery Planning processes.
Provide general support on macroeconomic satellite models and their integration into stress testing and forwardlooking
risk assessments.
Offer input into Treasury and Risk Management strategies ensuring integration of advanced risk analytics into decision
making processes.
Support quantitative assessments of Pillar II risks including concentration risk interest rate risk and funding risk to aid
regulatory and economic capital assessments.
Assist in drafting and formatting clients' presentations reports proposals and marketing/pitching material.
Continually support the service delivery and client engagement process and ensure that our client service standards and
the quality of output are being achieved.
Prepare and share with clients daily/weekly/onneedbasis market commentary as per direct manager guidelines.
Take full responsibility for the assigned mandates that are governed by the firm and accomplish related tasks based on
direct manager guidelines.
Maintain uptodate market knowledge and awareness; Be able to project manage multiple
tasks/engagements/transactions while maintaining a clear focus on detail and quality of service delivery against client
deadlines.
Assist in the execution of stress testing and reverse stress testing procedures including scenario development and result
interpretation for ICAAP SREP and Recovery Planning processes.
Provide general support on macroeconomic satellite models and their integration into stress testing and forwardlooking
risk assessments.
Offer input into Treasury and Risk Management strategies ensuring integration of advanced risk analytics into decision
making processes.
Support quantitative assessments of Pillar II risks including concentration risk interest rate risk and funding risk to aid
regulatory and economic capital assessments.
Assist in drafting and formatting clients' presentations reports proposals and marketing/pitching material.
Continually support the service delivery and client engagement process and ensure that our client service standards and
the quality of output are being achieved.
Prepare and share with clients daily/weekly/onneedbasis market commentary as per direct manager guidelines.
Take full responsibility for the assigned mandates that are governed by the firm and accomplish related tasks based on
direct manager guidelines.
Maintain uptodate market knowledge and awareness; Be able to project manage multiple
tasks/engagements/transactions while maintaining a clear focus on detail and quality of service delivery against client
deadlines.
Employment Type
Full Time
Key Skills
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