Market Risk Management Specialist
3 days ago
Job Overview
The Arab Monetary Fund is seeking a highly skilled Market Risk Management Specialist to join its Risk Department. This role involves identifying, assessing, monitoring, and managing market risk exposures arising from the Fund's investment and treasury activities.
Key Responsibilities
- Analyze and assess market risk exposure from the Fund's investment portfolios, trading activities, and other market-sensitive operations.
- Develop and implement market risk measurement tools, including Value-at-Risk (VaR), stress testing, and scenario analysis.
- Monitor market developments and provide insights on potential risks impacting the Fund's activities.
- Ensure alignment of the market risk management framework with the Fund's strategic goals and overall risk appetite.
- Prepare regular market risk reports for senior management and relevant committees, including insights on exposure, trends, and compliance with limits.
- Provide recommendations for managing market risk effectively and ensuring compliance with established guidelines.
- Collaborate with the treasury and investment teams to design and implement hedging strategies to mitigate market risk exposure.
Requirements and Qualifications
- Minimum 7 years of experience in market risk management, preferably in a financial institution or international organization.
- Bachelor's degree in Finance, Economics, Business Administration, or a related field.
- Professional certification of CFA, FRM, PRM or equivalent is preferred.
- Excellent communication and writing skills in Arabic and English. French, as a third language, is a solid advantage.
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