AVP Market Risk Analysis

We are seeking an Assistant Vice President (AVP), Market Risk Analysis for a leading bank in Qatar. The ideal candidate will ensure the adequacy and effectiveness of market risk management. He/she will have a deep technical understanding of market risk (MR) control, assessing the MR framework, defining/refining processes, and ensuring risks are adequately monitored and controlled. The role involves supporting the Senior Vice President (SVP), Risk, and providing middle-office analysis, reporting, and strategic input on MR-related activities.

This is part of the Qatarization initiative

Responsibilities

• Evaluate the adequacy of the MR control framework and ensure alignment with regulatory and business requirements.

• Develop and implement advanced MR measurement tools, systems, processes, and reporting mechanisms.

• Conduct quantitative analysis on market conditions, emerging risk trends, and relevant hedging strategies.

• Ensure effective management of net liquid capital, MR strategy development, and alignment with the bank’s overall business strategy and GSRM guidelines.

• Provide hands-on support for data management, MIS, analytics, and evaluations related to market-making, liquidity provisioning, and other MR-impacting activities.

• Periodically review and validate the Market Risk model.

• Support senior management in formulating advice on market-making risk exposures and strategies for capital and liquidity management, considering macroeconomic and capital market conditions.

• Develop advanced methodologies for calculating/assessing market risk and economic capital.

• Monitor and analyze market conditions, providing timely recommendations to mitigate, diversify, or hedge risks.

• Conduct rigorous stress testing and scenario analysis to understand and mitigate profitability risks.

• Implement KPIs and best practices to optimize market risk analysis and enhance cost efficiency.

• Review market-making and liquidity provisioning agreements with clients and regulators, ensuring compliance with legal and regulatory standards.

• Support the Head of Risk by providing timely and accurate MR-related information to Risk & Management Committees, GSRM, auditors, and the Compliance function.

• Collaborate effectively with internal departments/units to meet Service Level Agreements (SLAs) and improve turnaround times.

• Build and maintain strong relationships with stakeholders to achieve the Group’s objectives.

Education and Experience Requirements

• Bachelor’s or Master’s degree in Finance, Economics, Risk Management, or a related field.

• Professional certifications (e.g., CFA, FRM) are highly desirable.

• Minimum of 8–10 years of experience in market risk management, with a focus on capital markets.

• Proven track record in developing and implementing MR frameworks, tools, and processes.

Send us your CV at [email protected]