Manager Treasury Risk

UBL is seeking to hire a Manager, Treasury Risk for its GCC operations based out of Karachi, Pakistan. This role functions as a second-line oversight position, reporting to the Senior Manager, Risk, and is responsible for monitoring key treasury risks, including capital, liquidity and funding, interest rate risk in the banking book, and market risk. The role provides a comprehensive perspective on the overall impact of treasury risks on the bank.

Responsibilities

• Owner of the Treasury Risk Policies for the GCC region, ensuring that they align with local regulatory requirements as well as the Group risk requirements.
• Support the governance of Treasury Risk, including risk appetite, risk reporting and limit monitoring and escalation.
• Oversee the branch capital risk management process, providing input and oversight into the ICAAP process, ensuring that all material risks within the GCC region are appropriately capitalized.
• Ensuring that liquidity and funding risk is appropriately monitored and measures, and that model assumptions used for liquidity and funding management are reasonable and appropriately governed.
• Provide oversight for the management of IRRBB, ensuring that NII and EVE at Risk is appropriately measured, and model assumptions are appropriate.

Qualifications

• Proven experience of at least 5 years in treasury risk management within financial services.

Required Skills

• Strong knowledge of capital, liquidity and IRRBB risks.
• Excellent analytical, communication and stakeholder management skills.
• Professional certifications preferred; Certificate of Bank Treasury Risk Management (BTRM), GARP Financial Risk Manager (FRM), NIBAF Certification in Treasury Management (CTM).