Unit Head - Market & Liquidity Risk

Job Description — Unit Head, Market & Liquidity Risk

Department

Risk Management Division

Reporting To

Head of Risk Management / Chief Risk Officer

Experience

Preferably 3 to 5 years of banking experience in the Risk Management Division, with exposure to Market Risk and Liquidity Risk functions.

Qualification

Minimum Graduate, preferably MBA in Banking, Finance, Actuarial Sciences, or Environmental Sciences from a recognized university.

Age Limit

Up to 45 years.

Job Purpose

To oversee and strengthen the Bank’s Market & Liquidity Risk framework by monitoring risk exposures, ensuring compliance with regulatory requirements, conducting analytical assessments, and supporting strategic risk management initiatives to safeguard the Bank’s financial stability.

Key Responsibilities

• Monitor and manage Market Risk and Liquidity Risk exposures in line with approved risk appetite and regulatory guidelines.
• Prepare and review daily, weekly, and monthly Market & Liquidity Risk reports for senior management and relevant committees.
• Conduct liquidity gap analysis, stress testing, scenario analysis, and sensitivity assessments.
• Monitor compliance with prudential regulations, internal policies, and risk limits prescribed by the regulator and the Bank.
• Analyze investment portfolio risks including interest rate risk, foreign exchange risk, and liquidity indicators.
• Coordinate with Treasury, Finance, Compliance, and other business units for effective risk management and reporting.
• Develop, review, and update Market & Liquidity Risk policies, procedures, and risk assessment methodologies.
• Identify emerging risks and recommend mitigation strategies to management.
• Ensure timely escalation of breaches, exceptions, and critical risk events.
• Support internal and external audits, regulatory inspections, and risk-related reviews.
• Contribute towards automation and enhancement of risk monitoring and reporting systems.
• Lead and supervise team members to ensure operational efficiency and achievement of departmental objectives.

Pay: Rs500,000.00 - Rs600,000.00 per hour

Work Location: In person