Please login/register to apply for this job.
18 Mar 2017

Full-Time Head Market Risk & Modelling

Our banking client seeks to fill the vacancy of Head Market Risk & Modelling which has arisen in their structures. The role aims at strategically managing market risks throughout the bank. – Posted by BankProfile Harare, Harare Province, Zimbabwe

Job Description

Our banking client seeks to fill the vacancy of Head Market Risk & Modelling which has arisen in their structures. The role aims at strategically managing market risks throughout the bank.

Minimum educational requirements and experience are:

  • in Quantitative Methods/Statistic/Applied Mathematics/Actuarial Science/ Financial Mathematics.
  • 5 years relevant experience.

The key result areas:

  •  Identification, optimization and monitoring of market risks inherent in the Bank’s assets and liabilities
  • Ensuring the accuracy and robustness of the Bank’s key Market Risk Models and Bank-Wide Models as well as providing detailed analysis of model results and guiding business on appropriate course of action to take and recommend appropriate strategies to ALCO
  • Regular stress testing of various risks and highlighting vulnerabilities embedded in the structure of the balance sheet, and providing guidance to ALCO on appropriate measures to be taken to mitigate these risks
  • Spearheads documentation of ACCP & ILAAP and embedding it in business in-line with regulatory expectations. Review stress testing, solvency and capital management and developing economic capital models as well as assessing capital adequacy against regulatory requirements as per Basel II/III requirements.
  • Back testing of Credit, Liquidity, interest rate, foreign exchange, economic capital regulatory capital model results and respective model validation to ensure appropriateness of the models.

 

An analytical professional, with above average mathematical ability and a deep understanding risk management will do well in this role.

 

Job Categories: Banking and Risk Management. Job Types: Full-Time. Job Tags: Risk Management.

Endless.

957 total views, 1 today

Apply for this Job