Senior Market Risk Analyst At Kcb Bank
Senior Market Risk Analyst At Kcb Bank 1 PositionEmploi Recruitment
- Analysis and reporting of Market, Liquidity and Country Risks
- Coordination, preparation, development of risk management reports to facilitate presentation to senior management, ALCO/EXCO for predictive analysis and decision making
- Review, development and implementation of Market, Liquidity Country Risk Policies and Limit Documents
- Contribute to enterprise wide risk management of the Bank for better understanding and action
- Daily, weekly, monthly and periodic reporting as applicable.
- Utilisation of statistical forecasting techniques to predict movements in market factors and use this information to develop meaningful scenarios and stress tests for scenario analysis and stress testing
- Development of new market risk initiatives
- Provide Market Risk support of the products traded in a treasury/derivative environment and the treasury processes (Treasury Front Office (TFO), Middle Office, Back Office, Risk)
- Development of risk versus return analysis for the respective Treasury products to obtain an optimal trading portfolio and risk-transfer strategies
- Preparation and analysis of IRRBB, Liquidity Gap and ICAAP reporting to senior management and CBK
- Preparation of statutory Liquidity Coverage (LCR) and Net Stable Funding (NSFR) ratios of the bank – Basel III reporting
- Preparation of Market Risk Board reports
- Coordination and preparation of monthly or adhoc ALCO and quarterly GALCO reports
- Preparation and analysis of business cases to support management decision making
- Proactively manage risks to avoid losses on crystalisation of adverse risk events – Early warning AND stress testing
- Business continuity planning and execution.
- Coordinate and participate in business partnership meetings
- Support TFO by participating in New Product roll outs and ensuring the necessary process infrastructure with focus on related risks
- Degree from a University recognized by CUE in preferably Statistics, Economics, Finance, Business, Mathematics or a relevant field.
- Professional qualification in either CPA / ACCA / CPA K or MBA or a Master’s degree is required
- ACI is an added advantage.
- 8 years of wide-ranging bank experience of which 5 years of middle management experience, in a Market Risk or Treasury unit of a Bank.
- Leadership competencies in Operational Decision making and Strategic Planning
- Good management skills including organizational, presentation & communication skills.
- Should have high quality interpersonal, communication and negotiation skills with the ability to network
- Analytical skills and excellent flair for numbers.
- Demonstrated high integrity.
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