Risk Manager Permanent NEW

Responsibilities:

Relative to Market Risk Portfolio, ALM & Liquidity Risk Management;

• Assist in the management of prudential risks of the Bank (Counterparty, leverage, liquidity, Interest Rate, currency, and other market risks)
• Support the oversight and advice the Singapore branch on current risk exposures and on future risk strategy so as to enable the Branch to move to more sophisticated methods of calculation and measurement of operational risk
• Review and propose necessary changes to the existing portfolio management techniques and procedures for the domestic and overseas business in light of changing market conditions based on Basel Committee recommendations/ other best practices or any host regulator regulations and guidelines to ensure that a sound environment for identifying, assessing, measuring, monitoring and controlling Risk is in place.
• Leverage on the necessary tools, systems, and MIS reports for monitoring of limits that relate to borrowers, counterparties, cross-border Group entities and more specifically excess over limit, expired limits, expired facilities, classification of advances per credit rating criteria, related party exposure and credit concentration, Liquidity monitoring and related market risk exposures
• Support for correction of any weaknesses identified during assessments, audits, or examinations by internal/ external audit staff, Group Compliance personnel, regulators examiners or Sharia’ auditors as applicable.
• Assist in implementing risk policy & controls that ensure transactions are carried out in accordance with approved policies/ limits and in compliance with regulatory and legal requirements.

Related to Operational Risk:

• Implement tools, for identification and assessment of operational risk such as Self Risk Assessment, Risk Mapping, Risk Indicators, construction/ maintenance of an Operational Loss Database etc.
• Support the efforts to enable the Group to meet the requirements of operational risk management as specified by the Qatar Central Bank.
• Ensure collection and maintenance of comprehensive data (viz. amount, frequency, severity etc.) on operational losses including losses due to people, processes or systems and analyse data by reason, department, business etc. to comply with Basel II requirements.
• Promote the integrity of business continuity principles, methodology and strategy through the development, implementation and ongoing management of BCM, end-to-end.
• Ensure the preparation of concise and informative risk information MIS reports.
• Strengthen internal control through more effective and efficient entity-level controls. Address/ facilitate correction of any weaknesses identified during assessments, audits or examinations.

Requirements:

• 8+ years of experience in international banking with specific focus on Liquidity Risk Management, Stress tests, & ALM quantitative methods.
• Solid experience in market risk and liquidity risk management as well as excellent understanding of Asset-Liability management.
• Possess superior knowledge of operational risk management techniques and methodologies.
• Knowledge of financial markets and products.
• In-depth understanding of risk methodologies, interest rate modelling, VAR, and/or other complex financial risk modelling.
• Strong understanding of operational risks across the full product/ process range found in banks/ FSI.

Please email your resume to: