Senior Market Risk Specialist – Banque Saudi Fransi

Job Purpose:

Senior market risk specialist is responsible for the:

– continual enhancement of the market risk controls on Global Markets Group activities

-implementation on market risk area of BSF projects (methodologies, systems and regulations)

– production / analysis of P&L and market risk indicators related to Capital Markets activities.

-consistency of periodical reporting ( internal and external )

Money Market, Interest Rate Derivatives, Debt and credit Markets and Foreign Exchange are the main Product Lies involved.


• Development and validation of new market risk models and methodology

• Implementation and enhancement of market risk processes

• Participate in the implementation and validation of the new treasury system (Calypso)

• Lead the Basel market risk capital requirement project (FTRB) to ensure regulatory compliance from market risk perspective.

• Calculation and internal reporting of Market Risk Capital Charge.

• Review the regulatory requirements in market risk area.

• Assisting in BSF transverse projects involving market risk.

• Develop, design and implement FX and IR derivative models, with a primary focus on options, swaps, forwards/futures (vanilla & exotic)

• Analysis and explanation of P&L figures, market risk indicators and limits breaches.

• Provide support to other departments in terms of market risk purpose if needed.

• Perform temporarily the powers of the Head of Market Risk during his/her absence.

Job Details

Date Posted: 2017-10-10
Job Location: Riyadh, Saudi Arabia
Job Role: Other
Company Industry: Banking

Preferred Candidate

Career Level: Mid Career
Degree: Master's degree

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