Head of Market Risk
First National Bank
مجموع سنوات الخبرة :13 years, 9 أشهر
o Responsible to conduct the Internal Capital Adequacy Assessment Process
o Responsible to prepare the Recovery Plan
o Implementation and validation of the Asset Liability management Risk Management solution
o Prepare/update related Market Risk policies
o Perform proactive risk management of investment portfolio activities.
o Conduct analysis and provide recommendations related to various Market Risk Reports.
o Determine, update and monitor Market Risk exposures and limits.
o Ensure the control measures used to mitigate market risk are in line with the risk management policies and procedures.
o Conduct liquidity and interest rate risks stress testing
o Establish clear guidelines and procedures for capital adequacy calculation process related to market risk.
o Prepare overall Market Risk Analysis and recommendations to be sent to senior management and BOD on quarterly basis.
o Prepare re-pricing Gap reports
o Prepare Duration gap reports using different methods
o Monitor the bank’s liquidity, trading book, and interest rate risk.
o Prepare Risk Management Board Committee agenda, material, and minutes of meeting
Assess Commercial Credit, Real Estate, and Project Financing for both Corporate and SME.
o Review and recommend credit risk limits and facilities structuring. o Ensure credit is within established risk/return criteria.
o Ensure proper credit management through monitoring and controlling limits utilization.
o Prepare reporting mechanisms to control and assess credit and remedial portfolio o Prepare industry studies related to significant credit portfolio exposures
Financial analysis for banks and financial institutions, country analysis