Market Risk with Liquidity ALM (Manager)

Masters degree in finance Economics Mathematics Statistics Financial Engineering or a related quantitative field ensuring a strong foundation in complex financial modeling

Understanding of market risk concepts and regulations particularly Fair Valuation VaR Sensitivities Collateral Risk Management Hedge Effectiveness & Hedge Accounting

Understanding of Spot and Derivative markets operations for equities interest rate commodities and foreign exchange products and valuation of the OTC and structured products

Understanding of Financial Modelling Asset & Liability Management (ALM) and TransferPricing

Knowledge of Treasury operations in Front-office Mid-office and Back-office

Proficiency in programming languages such as Python/R for data analysis and modeling

Excellent verbal and written communication skills for effective articulation of complex quantitative concepts and a collaborative approach for working in team environments with other analysts risk managers and IT professionals