Capital and Liquidity Risk Analyst
Role Purpose
The risk function provides oversight over all first line activities including the risk appetite framework limits and controls for business activities and data
The selected candidate will be responsible for providing independent risk oversight of capital and liquidity risk management for the MENAT region
This role requires understanding of best practice and regulatory expectations for capital and liquidity risk management
The selected candidate will be responsible for ensuring transparency completeness monitoring and addressing of controls and issues
Impact On The Business
Principal Accountabilities:
Reviews capital and liquidity risk management policies limits standards controls metrics and thresholds and ensures they are within the defined corporate standards approved by the Board and ALCO. This includes annual reviews of the Recovery Plan ICAAP and ILAAP
Provide analytical support to generate an independent viewpoint and document appropriate challenge(s) particularly relating to independent testing of assumptions
Review Front Line governance processes to ensure Capital and Liquidity Risk taken is in accordance with the corporations Risk Appetite and that the proper risk framework is deployed to measure monitor and control the risk
Keep current on regulations relating to Treasury Risk management issued and reviewed by the DFSA PRA and any other relevant regulator
Participate in data analysis and material preparation for regulatory exams and ad hoc analysis
Customers And Stakeholders
Provide senior management the regulatory agencies and internal audit sufficient comfort that the requirement of a capital and liquidity and second line of defence is met
Work with Finance and Risk to ensure requisite support for activities including consistencies in framework methodologies and reporting and improved liquidity management analysis in external reporting
Qualifications
Experience in Treasury and/or Risk management from a first second or third line perspective preferred.
post-graduate degree in relevant numerate subject qualifications in accounting and/or finance is beneficial (TMA CPA CFA FRM etc.)
Good working knowledge of Global/Basel Capital and Liquidity Regulations
Exposure to demanding operational environments to gain insight into effective risk management applications.
Working across all levels of an organisation to understand cross-functional linkages and interdependencies as well as the implications of risk at both a strategic level and at the business unit level
Good knowledge of vanilla derivative markets products and relevant traded markets
Working knowledge of complex derivative markets products and relevant traded markets
Good knowledge of cross market funding, and asset transformation
Good understanding of credit risk the cost of credit and the effects of limiting credit
Proven technical competency with system infrastructure
Good understanding of other areas e.g. Finance Accounting Operational Legal etc.
Has developed a high level of professionalism and competency which helps to determine solutions around appropriate risk measures risk processes risk monitoring and management
Experience in addressing regulatory and audit requests
Established financial and accounting acumen
Mathematically numerate
Ability to achieve desired outcome through the use of constructive debate
Ability to find simple and pragmatic solutions to complex problems balancing the desire to build models with strong theoretical foundations with the need to develop models that can be explained and tested easily
Job Field: Risk and Compliance
Primary Location: Middle East-Egypt-Egypt-Helwan
Schedule: Full-time
Type of Vacancy: Region vacancy
