Sr. Market Risk Analyst - Middle Office
Commercial Bank of Dubai
مجموع سنوات الخبرة :15 years, 5 أشهر
• Working out intraday & overnight positions and monitoring them against limits allocated.
• Reconciling dealer’s positions (blotter) with system-generated position report & highlighting discrepancies.
• Producing “Value at Risk” and verify it using “Backtesting”.
• Monitoring “off-market” deals/transactions & highlighting exceptions.
• Maintaining and monitoring counter party limits on treasury systems.
• Checking Wholesale borrowings and assess its daily movement.
• Ensuring daily revaluation of the banking books (Fx Forward, IRS, Currency Options, etc.).
• Performing monthly revaluation (MTM) of the Fixed Income portfolio.
• Monitoring liquidity ratios & reporting breaches to the limits assigned.
• Reviewing & contributing in the preparation of ALCO reports.
• Participating in producing the daily treasury P&L report.
• Performing daily P&L for Equity Trading portfolio and monitor outcomes against limits assigned.
• Ensuring all sales deals are back to back and no trading activities are taking place.
• Checking all deal tickets to ensure deals are booked correctly in treasury systems.
• Reviewing/Revising Market Risk policies to ensure compliance.
• Producing daily “Treasury Dashboard” report which includes all treasury activities performed by Front Office (cancelled/amended deals, MM & Fx deals, Derivatives, open forward book revaluation, etc.).
• Identifying new risk areas and proposing measures to monitor market risks.
• Proposing and implementing improved automation of daily tasks to reduce turnaround time.
• Performing weekly stress testing to assess bank’s liquidity position.
• Liaising with Front Office, RMD, Central Operations and Financial Control.
• Involvement in the introduction of new treasury products from initial proposal, product program, UAT and final implementation.
• Dealing with different Treasury and Risk systems (AG-Quantum, AG-Risk and Static Focus ALM) in addition to Phoenix (core banking system).
For people working in Front Office and Middle Office. It is a License to become a treasury dealer.