Senior Market Risk Analyst

Banking, Finance & Insurance

Lagos

Our client is recruiting to fill this position. The candidate will support Head Market Risk to ensure that all relevant market and liquidity risks of the Bank are adequately measured and reported within the implementation of the market risk management framework. Periodically review limits and utilisation.

• Minimum Qualification: Degree
• Experience Level: Mid level
• Experience Length: 3 years

• Responsible for the daily valuation of positions either mark to market or mark to model or independent price verification on a daily basis.
• Timely and accurate reporting by ensuring that Market and liquidity reports are delivered as at when due. 
• Timely escalation of any ensuing internal negative liquidity trends.
• Prepare reports detailing the interest rate exposures such as aggregate exposures, demonstrating the Bank compliance with policies and limits.
• Monitor the set exposure and risk limits at both asset level and desk level and adhere to the lines of authority and responsibility that the Board has established for managing market risk.

• Key Market Risk Limit Monitoring, 
• Market Risk MAT Limit Breaches and  
• Market Risk Portfolio Exposure Limit Breach; 
• Key Market and Liquidity Risk Limit Monitoring, 
• Portfolio Exposure Limit Tracking; 
• VaR Limit Track

16 Feb, 2022