Market & Liquidity Risk Specialist/Staff

Job Description

• Monitor market risk exposures (interest rate, FX, trading book) and ensure adherence to risk limits

• Perform risk analysis including sensitivity, stress testing, and scenario analysis

• Oversee liquidity risk management, including cash flow projections and funding gaps

• Monitor key liquidity metrics such as LCR and NSFR

• Collaborate closely with Treasury on funding strategies and balance sheet management

• Prepare risk reports for senior management, ALCO, and regulators

• Enhance risk frameworks, tools, and governance practices

Qualification:

• 5–10 years of experience in Market Risk, Liquidity Risk or Capital Market Risk

• Strong understanding of financial instruments (bonds, derivatives, FX, money market)

• Familiar with Basel III regulations and risk metrics (VaR, stress testing, LCR, NSFR)

• Strong analytical skills with proficiency in Excel (Python/SAS is a plus)

• Ability to communicate effectively with senior stakeholders

• FRM and/or CFA certification

• Experience working with regulators or in a highly regulated environment