KCB Market Risk Analyst Job in Kenya April 2016
Job opportunity;KCB Market Risk Analyst in Kenya
Career vacancy;KCB Market Risk Analyst in Kenya
- Limit monitoring against set and approved limits on a timely basis (Liquidity, Loan to Deposit, interest rate and Counterparty Credit Limits) including investigation and reporting/escalation of limit excesses to senior management.
- Support the MTM process by ensuring that the MTM sources are updated and reflective of market rates/prices (mainly yield curve building and fx rate sourcing.
- Maintenance of the Treasury Front office and Market risk system, Kplus
- Validate Treasury P&L in Kplus system.
- Treasury fixed income management- Periodical reconciliation of Treasury Bond and MM positions, investment policy monitoring including reporting on performance
- Investigate and report fixed income transactions to ensure within the off-market rates, in line with strategy and within stop loss limits.
- Gathering data to use in review of MRM policies and stress testing and scenario analysis
- Initiate VaR Validation, Risk vs Return analysis and operationalize backtesting
- Deposit modelling and liquidity gap limit development and monitoring
- Perform stress testing on Tresury FX forward and FX swap portfolio and liquidity
- University Degree in Business related field such as economics, finance, accounting from a recognized university
- Professional qualifications in ACI/APRM/CRA/PRM/FRM is required
- Master’s degree in a relevant field is an added advantage.
- At least 5 years’ experience in market risk management that should include:
- Experience in Limit setting, Monitoring and Reporting against
- Experience in risk and financial analysis
- Experience in risk and P&L calculation monitored against limits/reconciliation
- Experience in AML reporting
- Demonstrable understanding of business fundamentals and the financial services industry.
- Must have awareness of current business trend, risks, challenges and opportunities.
- Demonstrable competence in Spreadsheet manipulation and analysis as well as data base management skills.
- Demonstrable problem solving, report-writing and presentation skills.
- High Interpersonal skills with the ability to articulate and communicate own ideas and those of others.
To be considered your application must be received by May 6, 2016.
Only short listed candidates will be contacted.