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AVP – ALM Risk Systems

Robert Walters

Job Description

Job Description :
Job Purpose: The role is to assist the Head of ALM Risk & FTP Control (GMLR) to develop the systems, monitoring and reporting framework to drive an effective mechanism for implementation of new regulatory requirements and ensure compliance of regulatory guidelines. Additionally, the role with also drive the digitization initiatives of the Unit and will be responsible for systems configuration, testing and maintenance.Responsibilities:

  • Work within ALM Risk & FTP Control team to establish the Liquidity risk governance framework including the Liquidity risk management process & infrastructure Liquidity Risk & Funding Oversight
  • Develop /set up the entire process for the bank’s compliance with newly established regulations for ISLAMIC businesses
  • Ensure all existing Liquidity and IRRBB risk metrics and processes are in line with regulatory guidelines
  • Manage an effective breaches escalation workflow
  • Direct engagement in the enhancement process for the current ALM systems to improve business operations & processes
  • Derive and incorporate in the ALM system, interest rate/FX shock scenarios in line with the market expectations
  • Provide on-going assurance that the LCR/NSFR system templates are accurate and in line with the latest regulation
  • Warehousing of ALM results data for trend analysis and Risk appetite setting

Qualifications:

  • Bachelor’s Degree or Higher in Management, Banking or Finance, preferably with certification in Risk Management.
  • 5 years of business experience preferably in Market & Liquidity Risk management and/or MLR Audit in a reputed bank
  • Strong understanding of Global market and Treasury products
  • Good knowledge and grasp of banking practices, financial markets, Basel III and products at a higher level and awareness of the country regulatory framework
  • Experience of having managed any ALM system

To apply for this job please visit www.monstergulf.com.

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