Manager Market and Liquidity Risk

؜ - ؜Riyadh ؜ -

Job details


  • Manager Market & Liquidity Risk has the operational responsibilities outlined on Market Risk Analyst section as well as all the daily managerial responsibilities to ensure efficient production and reporting. He/She is also responsible for the continual enhancement of Market Risk controls on Global Markets Group activities.

  • Money Market, Interest Rate Derivatives, Debt and Credit Markets and Foreign Exchange are the main Product Lines involved.

  • Analysis and explanation of the P&L figures

  • Analysis and explanation of Market Risk indicators

  • Investigation on breaches of limits & any unusual/atypical activity impacting PnL and/or Risks

  • Implementation of Market Risk processes

  • Support any department in term of market risk purpose if needed

  • Assisting in BSF projects involving Market Risk

  • Market Data production and validation for valuation (based on real-time sources: Reuters / Bloomberg)

  • Backtesting of the VaR

  • Checking that all activities are authorized

  • Review capital charge for Market risk as per Basel II guidelines


ا لمهارات



  • Master Degree in Mathematics & Finance

  • At least ‎5 years in close relation with Capital activities (Risk Management, Trading…)

  • Strong mathematical and financial knowledge

  • Technical knowledge of market products, the methods for their valuation and monitoring, and the risks created

  • Knowledge on derivatives products (pricing, monitoring….)

  • Ability to produce clear documentation and procedure

  • Fluent in English

  • Strong proficiency with Excel

  • Excellent analysis & problem solving

  • Kondor+ (FO System) and Global View (Risk system)

  • Financial Systems: Reuters / Bloomberg

  • Discipline, autonomy and respect of deadlines

  • Ability to work productively in stressed environment

  • Good communication skill

Job Summary

  • Advertiser: البنك السعودي الفرنسي
  • Announcement date: 21/12/2022
  • Type of employment: -
  • Experience level: -
  • Educational level: -
  • Job location: Riyadh
  • Salary: -
  • Phone number: -

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