Senior Market Risk Analyst
Workforce Group
Lagos, Lagos, Nigeria
4d ago

Job Title : Senior Market Risk Analyst Function : Risk Management Department / Unit : Market Risk Management Job Grade : ABO Line Supervisor : Head Market Risk Job Summary Supports Head Market Risk to ensure that all relevant market and liquidity risks of the Bank are adequately measured and reported within implementation of market risk management framework.

Periodically review limits and utilisation. Duties & Responsibilities Responsible for the daily valuation of positions either mark to market or mark to model or independent price verification on a daily basis.

  • Timely and accurate reporting by ensuring that Market and liquidity reports are delivered as at when due. Timely escalation of any ensuing internal negative liquidity trends;
  • Prepare reports detailing the interest rate exposures such as aggregate exposures, demonstrating the Bank compliance with polices and limits;
  • Monitor the set exposure and risk limits at both asset level and desk level and adhere to the lines of authority and responsibility that the Board has established for managing market risk.

  • Key Performance Indicators Key Market Risk Limit Monitoring, Market Risk MAT Limit Breaches and Market Risk Portfolio Exposure Limit Breach;
  • Key Market and Liquidity Risk Limit Monitoring, Portfolio Exposure Limit Tracking; VaR Limit Track Job Requirements 3 years Key Competency Requirements Job Knowledge Knowledge of sources and application of funds,;
  • Knowledge of statistical risk measurement techniques e.g. Measurements of Central Tendency, etc. ; Knowledge of quantitative techniques eg Time value of money, etc.

  • Skills / Competencies Good writing, analytical and presentation skills; Good knowledge of Microsoft office suite of applications;
  • Good interpersonal skills; Developed By : Approved By : Last Revised By :

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