Manager-MarketRisk - 2682869

  • Manager-MarketRisk Jobs in Al Kuwait - 2682869

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Job Description

Maintain and improve on Liquidity Gap Reports to independently model the liquidity profile of the Balance sheet, with reference to the Policy limits and report on the same
Maintain and improve the Profit rate gap reports, when implemented, to independently model the sensitivity of the Banks balance sheet to movements in market interest rates
Maintain and improve reports to independently model foreign exchange risk arising from total open positions and foreign exchange options trading using the Banks agreed methodology
Maintain and improve the consolidation and reporting of domestic and international market risk positions covering market price risks, interest rate risks, foreign exchange risks and liquidity risks
Monitor all the above on a daily basis and report on the same to the Executive Manager Risk Management & Asset Liability Management Committee at the policy stipulated frequency as well as on an event-basis
Perform variance analysis on movements in positions and market risk exposures
Develop and maintain standard global statistical market risk analysis reports using the internal Value at Risk (VaR) model This would include back-testing of the model
Perform stress testing of market risk exposures using extreme event scenario modeling using external data and internal scenario development
Review and verify Kuwait Treasury-market information and analysis as required
Prepare Risk reviews of investment Proposals, monitor limit compliance and compliance with internal and CBK guidelines
Prepare portfolio review of investments for reporting to the management

Profile Summary

Type:Company Job

Eligibility:Bachelor's degree / higher diploma




Function:Ticketing / Travel / Airlines

Deadline:07th Oct 2024

Company Profile

Not Mentioned

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