Role: |
Market Risk Specialist |
Department: |
Banking Supervision Department |
Objective: |
Monitor adherence to market risk management policies and ensure institutions’ are adequately protected against market risks.
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Job Responsibilities: |
- Conduct industry survey of market risk threats and determine appropriate regulatory response
- Assess bank market risk management policies and systems
including trading book and bank book assessment criteria, lending
processes and eligibility criteria to confirm compliance with
articulated market risk management policies and procedures
- Define reporting guidelines for market and liquidity risk management, valuation and performance measurement
- Develop and execute a comprehensive supervisory program covering market risk management systems and practices of banks
- Provide advice on interpretation and implementation of global
financial industry market risk management guidelines and standards
including local implementation of Basel II and III
- Analyse, monitor and measure market risk
- Contribute to the development of infrastructure and business
processes to effectively and efficiently measure and monitor market and
liquidity risks
- Check that market and liquidity risk exposures are within agreed limits.
- Identify and report exceptions to policies and procedures, and documents risk policies and limits
- Develop risk Control policies and limit structures for market and liquidity risk across the banking industry
- Validate establishment of models of market risk assessment
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Qualification: |
- First degree/HND in Economics, Mathematics, Quantitative Methods, Statistics, Finance or related disciplines
- A post graduate degree is an added advantage
- Membership of the following professional bodies is an added
advantage: Risk Management Association (RMA), Institute of Credit and
Risk Management (ICRM)
- Possession of the following certifications is an added
advantage: Advanced Credit Administrative Program (ACAP), Credit Risk
Certification (CRC); Financial Risk Management (FRM)
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Experience: |
- Senior Manager: Minimum of 8 years relevant experience
in risk management. At least 3 years must have been spent in a
management position
- Manager: Minimum of 6 years relevant experience in risk management
- Not more than 50 years old
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Vacancy Post Date: |
Wednesday 21 March 2012
Apply Now
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Vacancy Expires On: |
Wednesday 02 May 2012 |
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