Liquidity & Market Risk

Role Overview

As a key member of the Enterprise Risk Management team, you will play a pivotal role in safeguarding the organization against market volatility by identifying, quantifying, and mitigating risks associated with interest rates, foreign exchange, equities, and commodities. Your expertise will be instrumental in developing sophisticated risk models, conducting rigorous stress testing, and fostering close collaboration with Treasury and Investment teams to ensure all financial activities remain within the defined risk appetite and comply with stringent regulatory standards. This position demands a strategic mindset, analytical precision, and the ability to translate complex risk data into actionable insights for senior leadership.

Key Responsibilities

• Risk Assessment & Monitoring: Continuously evaluate global financial market trends and assess their potential implications on the company’s investment portfolio and asset allocation strategies. Proactively identify emerging risks and recommend mitigation measures to protect the organization’s financial stability.
• Financial Modeling: Design, implement, and maintain advanced market risk measurement frameworks, including Value at Risk (VaR), Expected Shortfall, and sensitivity analyses. Ensure these models are robust, accurate, and aligned with industry best practices and regulatory expectations.
• Stress Testing: Conduct comprehensive scenario analyses by stress-testing investment portfolios against historical market shocks and hypothetical adverse conditions. Evaluate the resilience of the portfolio and provide data-driven recommendations to enhance its stability under extreme market conditions.
• Reporting & Insights: Develop and deliver high-impact risk reports, interactive dashboards, and limit-utilization updates for senior management and risk committees. Present findings in a clear, concise, and compelling manner to facilitate informed decision-making and risk oversight.
• Compliance & Governance: Ensure unwavering adherence to internal risk policies and external regulatory requirements. Monitor risk limit breaches in real-time, escalate critical issues promptly, and collaborate with compliance teams to implement corrective actions and enhance governance frameworks.
• Cross-functional Collaboration: Work closely with Treasury, Investment, and Finance teams to provide strategic risk insights and evaluate the risk-return profile of new financial products or investment strategies. Foster a culture of risk awareness and accountability across the organization.

Qualifications & Requirements

To excel in this role, you must possess a blend of technical expertise, analytical acumen, and strong communication skills. The ideal candidate will have a proven track record in market risk management, treasury risk, or investment analysis within a banking, asset management, or corporate treasury environment.

• Education: A Bachelor’s degree in Finance, Economics, or a related quantitative field is required. Professional certifications such as the Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) are highly advantageous and demonstrate a commitment to excellence in risk management.
• Experience: A minimum of 6-8 years of hands-on experience in market risk management, treasury risk, or investment analysis is essential. Prior exposure to regulatory frameworks and risk governance in a financial services or corporate setting is preferred.
• Technical Skills: Advanced proficiency in Microsoft Excel, including VBA scripting, is mandatory. Experience with financial modeling and data analysis tools such as Python, R, or SQL is highly desirable. Familiarity with risk management systems and platforms is a plus.
• Soft Skills: Exceptional analytical and problem-solving abilities are critical to identifying and addressing complex risk scenarios. A keen attention to detail, strong quantitative reasoning, and the capacity to articulate intricate financial concepts to non-technical stakeholders are essential for success in this role.
• Languages: Fluency in English, both written and spoken, is required to effectively communicate with global teams and stakeholders.