Risk Analytics Specialist

Contribute in the quantitative analytical functions for the Finance Complex on performance measurements, benchmarking and for the monitoring of balance sheet and Asset Liability Management to minimise various financial risks the Bank may face. The role also entails providing the required analytical support in the formulation of financial policies and for product development.

Financial and Risk Analytics:

• Support in the implementation of an enterprise risk management solution in the Bank that provides FPPA and Finance Complex the tools to undertake their first layer of defense responsibilities for managing the financial risks of the Bank.

• Carry out financial analytical research to identify the key income drivers, cost allocations to formulate optimal business model of the Bank.

• Contribute in the preparation of analytic reports on periodic basis on liquidity management and on performance assessment and attribution analysis for inhouse managed investment portfolios.

• Contribute in the development and implementation of methodologies to assess and measure IsDB's market risks associated with financing, investment, funding and derivatives operations.

• Identify and, measure key risks and emerging risks on profit-rate, currency and other market risks inherent in the financing, investing, funding and hedging operations of the bank.

• Undertake detailed review and assessment of the market and liquidity risk profiles including credit/counterpart quality of the liquid fund's portfolio, duration mismatch between assets and liabilities, currency mismatch, gap analysis, stress testing, sensitivity, etc.

• Undertake stress tests and scenario analyses on investment, funding and derivatives portfolios to ascertain the level of market risk in the bank's activities.

• Quantify the potential exposures to market and liquidity risks due to both existing and proposed borrowings and report thereof.

• Provide quantitative analytic support and modelling for the Policies unit and any other units in the Finance Complex.

• Collaborate with the Financial Policies function and Investment unit in developing investment policy statements for each of the investment funds.

• Provide the analytical support to proposing risk-return objectives, risk tolerance, investment horizon, Strategic Asset Allocation (SAA), liquidity requirements and investment constraints.

Operational Excellence:

• Provide technical guidance to the lesser experienced team members and review their work.

• Support in the effective implementation and adherence to respective financial management policies, procedures and controls so that all relevant procedural requirements are fulfilled.

• Keep abreast of the latest developments, regulations and leading practices in the field and propose any necessary actions.

• Contribute in proposing and implementing process improvements to increase efficiency, effectiveness and compliance of the related operations.

• 
  Bachelor's degree in Mathematics, Econometrics, Financial Management or related field. Certification in FRM, PRM or CFA would be preferred.

• Minimum 5 years of experience in financial management, financial modelling, risk management and related fields. Investment banking and pricing policies experiences are preferred.

• 
  Building Relationships

• Motivation to Learn and Share

• Passion for Excellence

• Analytical Thinking

• Problem Solving

• Financial Management

• Advanced knowledge of risk management, treasury function, and compliance.

• Advanced knowledge of Statistical Analysis, Financial Modeling and Reporting.