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Officer Market Risk
Marketing Department, Lahore
Apply By Oct 7, 2017
Job Description (total positions: 5, posted on: Sep 7, 2017)

  •  Conduct research activities to develop an extensive knowledge of underlying product characteristics and using these insights to drive enhancements in market risk methodology, analytics and limit frameworks.
  • Review and support market risk reporting and portfolio analysis.
  • Performing technical analysis of new products, hedging and other initiatives in order to support the Risk Identification &  Assessment team
  • Contribute to other efforts, including:
  • qualitative and quantitative assessment (including, where relevant, the development of challenge models) of risk measures,
  • a comprehensive, risk-based program of stress testing and other analysis for the in-force book and
  • engagement with relevant technical disciplines, including actuaries, methodology groups, Insurance, Investment and Model Risk, in order both to stay abreast of and to influence the development of risk, stress testing and capital frameworks, methodologies and limits
  • Set up policies, internal processes, limits to control market risk.
  • Do research to determine the probability of bank asset profit or loss (P/L), forecast P/L or bank ratios.
  • Set up limits and regularly monitor limits of Treasury Department such as individual trading and bank’s whole exposure limit, counter party limit, stop loss limit, value at risk limit.
  • Review policies, rules, limits to manage risk based on Basel II and bank risk appetite; give suggestions to policy drafts of other departments related to market risk in microfinance banking.
  • Preparing Market Risk evaluation on new Treasury product proposals
  • Drafting and maintaining policies in connection with Market Risk
  • Perform any other duty as assigned.

 Core Competencies:

  • Strong reasoning and communication skills
  • Team player & Flexible
  • Demonstrated effectiveness working independently and in multi-disciplinary teams in a dynamic environment.

Professional Training:

  • Strong analytical skills
  • Mathematical skills

Technical Training:

  • Proven knowledge of financial markets and financial instruments

Industry
Banking/Financial Services
Category
Marketing
Job Type
Full Time/Permanent ( First Shift (Day) )
Gender
No Preference
Age
21 - 30 Years
Minimum Education
Bachelors
Career Level
Entry Level
Required Experience
1 Year - 2 Years