Job Description
We are seeking a Market Risk Officer to join the Risk Management Department of a banking institution.
The successful candidate will be responsible for monitoring, analysing, and controlling market risk exposures , with a focus on interest rate risk in the banking book (IRRBB), treasury risk, and market risk limits monitoring .
This role involves performing risk analysis, stress testing, limit monitoring, data validation, and regulatory reporting , while working closely with Treasury, Front Office, Risk, Finance, and senior management stakeholders .
The ideal candidate should have strong knowledge of market risk management, treasury products, derivatives, and banking book risk metrics , with strong analytical and stakeholder management skills.
Key Responsibilities- Evaluate and monitor interest rate risk in the banking book (IRRBB)
- Analyse market risk exposures across