Market Risk Officer job at True North Consult Ltd | Apply Now

• Support in the planning and implementation of the market risk policies, market risk

• management framework and internal controls, and ensure its compliance by the different business units

• Preparation of Management report to RMC and ALCO committee

• Identify emerging risks and control issues

• Daily monitoring of CRR.

• Serve as Treasury Middle officer to review and approve all treasury dealings before system booking.

• Monitor exchange rates, interest rates and update the daily spot/monthly average prices database

• Monitoring of set limits for compliance and promptly flag triggers to Head of Risk.

• Review and analysis of the treasury manual and system blotters for correctness and accuracy.

• Review and analysis of Balance Sheet Ratios and limits (Internally and Regulatory).

• Maintain Revaluation rates.

• Scanning financial markets for relevant data to positions held by the bank, both financial and regulatory.

• Establish trends of liquid assets to total assets or liabilities over time to monitor liquidity risk.

• Carry out stress tests on both liquid assets and interest baring assets and liability

• gaps to establish liquidity risk and interest rate risk.

• Analyze foreign currency assets and liabilities and do stress tests to establish foreign currency exchange risk.

• Respond to ad hoc requests from the business, risk management or regulators.