Market Risk Management / Assistant Manager

Market Risk / Liquidity and Interest Rate Risk Management Assistant Manager

Shape the Future of Risk at QNB

Are you interested in building a career in the financial sector, specifically within the vital field of risk management? This role offers a fantastic opportunity to develop valuable analytical and problem-solving skills while contributing to our evolving risk framework.

QNB’s human resources policies are designed to create an equal, fulfilling, and empowering path for individuals seeking a satisfying career journey.

What are the opportunities waiting for you;

• Being a part of the most trustable and developing sector and creating value for the future
• Empowering working atmosphere and access to career developing tools
• Comfort of working at a supporting environment and opportunity for growth and advancement.

You’ll be responsible of

As part of Market Risk Team, you will be responsible for identifying, measuring, monitoring and reporting on liquidity risk, market risk and IRRBB in line with the BRSA regulations and Best Practice Guidelines. This role offers cross-functional collaboration with treasury, finance and business lines. Maintaining development of current measurement systems and ensuring information flow regarding market risk management.

• Collecting the necessary bank position and market data that constitute an input into market risk analysis and models; checking the data,
• Interpreting the results coming from financial models in parallel with market trends,
• Having knowledge of bond and derivatives pricing, additionally assessing the risks according to changing conditions,
• Conducting market risk analysis and preparing the relevant reports accurately and timely,
• Having knowledge of asset liability management and interest rate sensitivity of banking book
• Carrying out operations to evaluate accuracy and suitability of market risk measurement models,
• Having a knowledge of ICAAP, ILAAP and Recovery Plan Reporting preparation
• Following up legal regulations published by BRSA and Basel within the scope of Market Risk Management, including trading book and asset liability management risks.
• Contribute to projects improving risk infrastructure and reporting capabilities

We are asking for

• Having a minimum 3 years experience on Market Risk, Liquidity and Interest Rate Risk Department or Treasury Control Unit,
• Having analytical perspective,
• Bachelor’s or Master’s Degree in Economics, Business, Mathematics, Statistics, Engineering and Information Technologies and MIS,
• Understanding of regulatory frameworks (Basel III/ IV, EBA Guidelines, BRSA regulations),
• Preferably having CMB licenses or CPA,
• Having an experience on SQL,
• Using written and spoken English actively,
• Having a good command of MS Office (Excel, PowerPoint, Word, etc.) programs.

The future of banking is waiting for you, apply to create an impact on this inspire full journey.