Senior Manager - Market Risk

The role is responsible for the implementation of market and liquidity risk management frameworks. He/She conducts analyses and assessments of various market and liquidity scenarios and how it impacts the organization’s risk appetite and funding capacity. He oversees the monitoring of risk controls and thresholds. He has excellent analytical, strategic planning, problem resolution and communication skills. He is comfortable working in deadline driven environments and can manage multiple responsibilities while effectively focusing on priority issues.

Maintain market and liquidity risk management policies and frameworks

Oversee the enforcement and implementation of market risk and liquidity risk management policies and governance frameworks

Review and develop strategies to align the organization’s market and liquidity risk management policies, frameworks and activities with regulatory requirements.

Define operational plans to align treasury functions and market and liquidity risk management activities

Correspond with internal and /or external auditors, senior management and other market professionals on market risk and liquidity risk related matters

Conduct training on market and liquidity risk related topics to develop team member’s risk literacy and awareness

Manage risk appetite and risk controls

Oversee the implementation of valuation modeling and analysis of market and liquidity risks

Implement and enforce market risk and liquidity risk limits for all risk-taking business units

Initiate changes and improvements that aid the efficiency and effectiveness of risk control and liquidity gap closure activities

Identify mitigating actions for incidents of non-compliance with market risk and liquidity risk management requirements and limits

Conduct assurance checks on risk modelling outputs for accurate assessment of controls and risk monitoring activities

Analyse identified legislation to determine its impact on the organization’s risk control requirements

Perform any other duties assigned to by the line manager related to the nature of the work

Enforce, incorporate, and comply with all necessary controls and related information security policies, procedures, practices, training, reporting, personal due diligence, and vigilance, within departmental/unit activities and operations.

Preferred Qualifications

• Excellent academic background, preferably with a degree in business, finance or a quantitative discipline
• Years & Nature of Experience
• 5+ years of equivalent experience in a Corporate Treasury or a Risk Management department in the financial services sector
• As an individual contributor, would be the subject matter expert for a capability area or key process in their organization and would typically be the person to lead design work in their area
• Has lead technical or process areas in their area; excels at leading teams and worked effectively with other areas and stakeholders outside their function
• If a manager of others, has impacted team culture through their work
• Has clearly demonstrated ability to link technical contribution back to business impact for their team or area
• Strong understanding of risk, liquidity, and financial products
• Strong analytical, problem solving and organizational skills
• Ability to synthesize complex data sets and problems and conceptualize appropriate solutions

Technical Competencies

Asset and Liability Management

Market Risk Management

Business Continuity Planning

Business Environment Analysis

Ethical Culture

Behavioral Competencies

Problem Solving

Decision Making

Communication

Interpersonal Skills