Market Risk Analyst
Role Overview
Support implementation of market-risk practices and improve risk measurement and mitigation for Doha Bank.
Assist with hedging risks from changes in profit rates, exchange rates, volatilities, and share prices.
Perform regulatory risk assignments under ICAAP and Basel II requirements and assess the bank's rating against other market players.
Key Skills for This Role
Full Job Posting
Role objective
Support implementation of market-risk practices and improve risk measurement and mitigation for Doha Bank.
Assist with hedging risks from changes in profit rates, exchange rates, volatilities, and share prices.
Perform regulatory risk assignments under ICAAP and Basel II requirements and assess the bank's rating against other market players.
Responsibilities
- Support measurement, monitoring, and control of market risk in line with industry practices, approved policies, procedures, and applicable regulators.
- Help implement market-risk exposure limits for capital usage and bank risk, and translate limits to business lines.
- Consolidate portfolio-management data and MIS from ALM and sensitivity-analysis sub-functions.
- Prepare accurate market-risk reports for relevant business units and senior management.
- Formulate risk profiles reflecting actual business exposures and market movements.
- Ensure risk approvals follow policy and Qatar Central Bank requirements, with appropriate mitigating terms and conditions.
Qualifications and experience
- University degree in Business, Banking, Finance, or a related discipline; a related master's degree is an added advantage.
- The source specifies 05–08 years of financial-services/banking experience in the relevant discipline and experience in market risk.
- QFSQF Level 3 is listed under certifications.
Advantageous experience and qualifications
- PRM, FRM, CFA, or ICFA professional certification/qualification is desirable.
- Financial mathematics/engineering, complex derivatives, FRTB, and other advanced market-risk measures are advantageous.
- Python, VaR or expected-shortfall modelling, counterparty credit risk/PFE, portfolio management/reporting, liquidity risk, IRRBB, Bloomberg, treasury systems, ICAAP, and ILAAP experience are advantageous.
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