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إرفاق

Assistant Manager - Balance Sheet Management

الخبر, السعودية تم النشر 2024/03/04 07:09:37 تنتهي 2024-05-03 الرقم المرجعي: JB1100035441

وصف الوظيفة

The Balance Sheet Management role is responsible for the ALM activities of the bank. Additionally, the assistant manager is responsible for identifying and monitoring the market risk and liquidity risk of the bank. The jobholder will also assist the head of balance sheet management in monitoring the interest rate risk in the banking book.

Accountabilities Market Risk reporting
1. Identify, measure and report GIB KSA’s market risk for both the trading and banking book.
2. Monitor interest rate gap limits for effective management of the interest rate risk
3. Monitor Bank’s VaR against limits
Accountabilities Liquidity Risk and ALCO reporting
4. Monitor Board/Management approved limits and ALCO approved targets related to liquidity risk for GIB KSA.
5. Prepare the liquidity reports in accordance with the approved assumptions by ALCO
6. Assist in calculation and reporting of applicable regulatory liquidity ratios (e.g., NSFR ratio and LCR ratio) in accordance with the rules specified by SAMA/Basel Committee
7. Comprehensive understanding of the Interest Rate Risk in the Banking Book (IRRBB)
8. Accountable for SAMA regulatory reporting in relation to liquidity ratios
9. Act as a back-up for daily liquidity, market risk and balance sheet reporting
Others


Actively participate in enhancing Bank’s risk reporting framework in order to ensure that all market risk, liquidity risk and ALM reporting functions are efficiently and accurately performed

المهارات

Qualifications:

University degree in Finance, Accounting or related discipline, at a master’s level preferred 

 

Professional Certifications: 

CFA charter holder and/or FRM certification would be an advantage

 

Experience:

- 5-7 years’ experience in a market/liquidity risk reporting function of an established financial institution

- Working knowledge of derivatives and treasury products and the Value at Risk methodology

- Working knowledge on the valuation of derivatives

 

Skills:

- Knowledge of the regulatory requirements related to market and liquidity risk

- Good knowledge of Excel and VBA applications

- Strong numerical, analytical and communication skills 

تقدم الآن

تفاصيل الوظيفة

مكان الوظيفة الخبر, السعودية
الدور الوظيفي المحاسبة/الشؤون المالية
عدد الوظائف الشاغرة 1

المرشح المفضل

المستوى المهني متوسط الخبرة

وظائف ذات صلة

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