Market risk analyst
Lebanon and Gulf Bank
Total years of experience :12 years, 4 Months
Devise scenario analyses reflecting possible severe market events.
Identify and analyze areas of potential risk to the assets, earning capacity, or success of organizations
Develop contingency plans to deal with emergencies.
Prepare reports or presentations that outline findings, explain risk positions, or recommend changes.
Update market risk policies and procedures on a regular basis
Calculate, monitor and manage bank's liquidity on a daily
Daily monitoring all treasury activities and update all operations done through middle office to ensure that all they are in compliance with the Bank’s policies and regulators circulars and guidelines
Monitoring trading and investment limits and taking appropriate action in case of any breach
Preparing timely related reports to top management and to ALCO and report directly to the CRO
Providing expert advice and carrying out due diligence on investment proposals and ensure their adherence to the risk management policies
Helping in the development of the Bank’s strategy
Conduct the Bank’s financial highlight analysis
Calculating the Bank’s Capital Adequacy regarding Basel II and Basel III requirements including assessment of ICAAP
Performing scenario analysis and stress testing for price and liquidity risks
Coordinating with regulators and external auditors to demonstrate compliance with defined Market Risk Standards
Preparing the monthly market risk reports regarding liquidity, Foreign Exchange, and Financial Investments
Performing stress testing for equities and financial assets designated at FVTPL
Assist in preparing the annual report regarding the part that has to do with market risk