Market Risk Analyst job at KCB Bank Uganda Ltd | Apply Now

Market Risk

• Conduct liquidity risk analysis, stress tests and monitor compliance with all regulatory liquidity ratios with view of informing future action to avoid any breaches.

• Monitor factors that affect liquidity risk in the industry/ market and translate the attendant risks into value adding recommendations/ mitigants for the bank.

• Conduct interest rate risk analysis, sensitivity analysis and stress tests to provide recommendations to guide on avoidance of any exposures.

• Conduct foreign currency risk analysis, net open positions, foreign exchange exposure limits, and monitor Dealers’ limits, Counterparty limits and other internal limits to report any potential/ actual breaches.

• Develop and review asset and liability management policies and procedures and market risk manuals to ensure they are in place and remain valid.

• Ensure all exceptions including their rationale is documented/maintained and must carry expiration or review date.

• Review and report all market risk exceptions and ensure they are properly documented/ maintained with relevant approval and carry expiration or review date.

• Monitor to ensure all deals beyond dealer limits are approved by appropriate authority.

• Provide recommendations in the form of possible scenarios to ensure the bank remains liquid by projecting the cash flows and initiating funding actions to avert negative liquidity situations.

• Prepare market risk reports for management (ALCO), BRC, Board ALCO and Group.

Daily responsibilities:

Market Risk

• Investigate and report off-market rates transactions.

• Monitor market risk limits and trading limits.

Other

• Attend scheduled and unscheduled meetings.

• Stakeholder engagements and support.