Market & Liquidity Risk Officer at Optimus Bank

Responsibilities Include:

• Develop market and liquidity risk management policies.
• Monitor and ensure compliance with market risk limits (Foreign currency net open position, foreign currency borrowing position, trading limits, foreign currency counterparty/settlement limits and money market).
• Prepare daily mark to market reports and ensure timely delivery of reports to stakeholders.
• Ensure inherent market risks (Value at Risk, and Duration/Sensitivity Analysis) in all trading activities (FX, Bonds, T-Bills) are computed and communicated to stakeholders.
• Prepare liquidity reports and monitor to ensure compliance with both internal and regulatory limits.
• Prepare and monitor liquidity and interest rate risk gap analyses on the banking book.
• Develop risk management tools and models for evaluating, measuring & monitoring market & liquidity risks.
• Review and develop limits (Foreign Currency Placement limit, Foreign Currency Trading Position Limit, Dealers’ limit, Portfolio limits, and Stop Loss limits) to monitor all dealing room activities.
• Perform stress test analysis and market reviews on current happenings.
• Prepare all regulatory, management and board risk reports.
• Manage escalations of all exceptions and risk limits related issues.

Requirements

Education/Qualification

• A Bachelor of either Finance, Business Administration, Economics, or any related field.

Experience

• A minimum of 4 years of experience in the Market and Liquidity Risk field.

Skills/Competencies

• Excellent attention to detail.
• Excellent communication and interpersonal skills
• Ability to work independently and as part of a team
• Broad understanding of global financial products, markets & regulations
• Strong analytical and problem-solving skills