Senior Market Risk Specialist – Banque Saudi Fransi
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.
||Riyadh, Saudi Arabia
التقدم للوظيفة الان
أنشئ سيرتك الذاتية الآن و تواصل على الفور مع أكبر و أفضل الشركات اون لاين. إنشائك لسيرة ذاتية على موقع المازن.كوم هي الوسيلة الأكثر فعالية للحصول على الوظيفة Senior Market Risk Specialist – Banque Saudi Fransi بكل سهولة الان مجانا.