KCB Bank Senior Market Risk Analyst Jobs in Kenya
KCB Bank Senior Market Risk Analyst Jobs in Kenya
DescriptionCoordination, preparation, development of risk management reports including powerpoint presentations and dashboards to facilitate presentation to senior management, ALCO/EXCO for predictive analysis and decision making
Review, development and Implementation of Market, Liquidity and Country Risk Policies and Limit Documents
Contribute to enterprise-wide risk management of the bank for better understanding and action
Daily, weekly, monthly and periodic reporting as
Development of new market risk initiatives
Provide Market Risk support of the products traded in a treasury/derivative environment and the treasury processes (Treasury Front Office (TFO), Middle Office, Back Office, Risk)
Key Responsibilities
Preparation, Coordination, Analysis and Reporting:
Coordination and preparation of ICAAP reporting to senior management and CBK
Coordination and preparation of statutory Liquidity Coverage (LCR) and Net Stable Funding (NSFR) ratios of the bank Liquidity Gap – Basel III reporting
Coordination and preparation of Market Risk board reports
Coordination and preparation of monthly or adhoc ALCO and quarterly GALCO reports
Preparation and analysis of business cases to support management decision making
Proactively identify adverse risk events to ensure risks are adequately managed to avoid losses on crystalisation and preparing Early warning reports
Coordinate and participate in business partnership meetings as and when required
Support TFO by participating in New Product roll outs and ensuring the necessary process infrastructure with focus on related risks
Guidance in the production of risk versus return analysis for the respective Treasury products to obtain optimal market risk portfolio, risk-transfer strategies which ensure compliance with the risk tolerance and maximize economic value.
Utilization of statistical forecasting techniques to predict movements in market factors and use this information to develop meaningful scenarios and stress tests for scenario analysis and stress testing.
Providing support and training the junior market risk analysts across the Group.
Profit & loss attribution
analysis, price verification and liaison with Finance and Treasury on P&L reconciliation of reported results.
Support the MTM process by ensuring that the MTM sources are updated and reflective of market rates/prices
Assist in maintaining a control framework to ensure compliance with internal policies, procedures, BASEL requirements, Codes, and applicable external laws and regulations
Administration:
Preparation of annual unit budgets plans
Liaison person with Finance for Risk Management Division budgetary issues
Preparation of business cases for non-budgetary but required items of emerging risk issues.
Development, monitoring, reporting and review of SLAs between the unit and its partner departments
Business continuity planning
Policy Development and Review:
Development and review Market Risk, Liquidity Risk and Country Risk Policies for ALCO and Board approval and thereafter maintaining the Market Risk Limits document with approved limits for business use.
The Person
For the above position, the successful applicant should have the following:
A bachelor's degree in a quantitative field.
A professional certification in FRM / PRM / ACI
At least 8 years’ experience in a similar role or related field.
At least 3 years’ experience in the following areas;
Reports/ presentations
Understanding or risk exposures
Risk and Financial Analysis
Risk and P&L calculation monitored against utilization of capital.
Management experience
How to Apply
For more information and job application details, see; KCB Bank Senior Market Risk Analyst Jobs in Kenya
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