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Liquidity, Market & Operational Risk Supervisor

Employer
Stanhope Search
Location
UK
Salary
Competitive
Closing date
20 Sep 2021

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Sector
Accountancy
Contract Type
Permanent
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Stanhope search is working with a MENA Bank in London on a Liquidity, Market & Operational Risk Supervisor role reporting into the Manager of Liquidity, Market & Operational Risk.

Job Summary-

Measuring, monitoring, reporting and stress testing of the Bank's market and liquidity positions within the parameters laid down by the Board/Risk Committee/ALCO using proprietary, third-party software or Excel-based models.

Collating and reporting the Bank's operational risk event data, Key Risk Indicators, operational risk reports and oversight of the Bank's ORSA process.

Responsibilities-

To be deemed competent the candidate must demonstrate, by successful completion of an assessment, their competence in the following key areas:

Market Risk
  1. Ability to reconcile trade data in all Market Risk systems
  2. Ability to investigate any reconciliation exceptions with Treasury
  3. Provision of accurate, timely and relevant Market Risk reports which include Value at Risk, Hedge Prescription and FX reports on a daily basis highlighting any significant movements and/or breaches in limits as per latest Board approved policies.
  4. Provision of valuations for positions that are unable to be input into Opics Plus on a daily basis
  5. Ensuring compliance with the Bank's Trading Book Policy Statement, Interest Rate Risk in the Banking Book Policy and Liquidity Systems and Controls Policy and to promptly report any breaches
  6. Provision of Market Risk reports to Group Market Risk on a monthly basis, including GALCO stress tests for the Trading Book, Banking Book and Liquidity
  7. Acting as Secretary to ALCO and ability to produce summary reports on a monthly or quarterly basis as required by the Bank's Board, ALCO or Risk Committee

Liquidity Risk
  1. Provision of accurate, timely and relevantLiquidity Risk reports on a daily basis highlighting any significant movements and/or breaches in limits or Early Warning indicators
  2. Provision of accurate, timely and relevant Liquidity Stress Testing reports on a daily/monthly basis
  3. Provision of accurate, timely and relevant reports on the status of the investment book (Bonds/FRNS) on a weekly basis, highlighting any significant movements

Operational Risk
  1. Provision of monthly and quarterly Operational Risk reports to the Bank's Audit and Compliance Committee, Board and other Senior Management of UK and Group.
  2. Oversight of the Bank's ORSA process including the oversight and collection of Business Officer and Peer Reviewer operational risk reports and KRI data
  3. Act as Secretary to the Operational Risk Committee and producing summary reports on a quarterly basis and trend analysis on an annual basis as required by the Bank's Board or Risk Committee
  4. Provide Operational Risk loss data to Finance department to consolidate into regulatory returns

Other Responsibilities
  1. Investigating any system generated report errors and the ability to work with Group Market Risk to resolve them
  2. Update or draft procedures based on changes in controls, systems or products.
  3. Awareness regarding the latest regulatory supervisory statements and guidelines


5 years+ experience.
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