Market Risk Consultant

Job Description Roles & Responsibilities Position: Market Risk Consultant Domain: Consulting Client: Banking / Financial Services Location: Abu Dhabi Contract Period: 6 months, extendable by another 6 months Joining: Immediate / Short notice Key Responsibilities: · Support the implementation and enhancement of Market Risk and Liquidity Risk frameworks. · Monitor market risk exposures and limits and prepare periodic risk reports. · Perform and review VaR, Stressed VaR, EVE/EaR and market-risk capital calculations. · Support IRRBB, stress testing, risk appetite and ICAAP activities. · Support the development and enhancement of market risk policies, procedures and monitoring frameworks. Detailed responsibilities: · Monitor market risk exposures against approved limits and risk appetite. · Support VaR and Stressed VaR calculations, analysis and reporting. · Perform/support EVE and EaR calculations and IRRBB assessments. · Assist in market-risk capital requirement calculations and regulatory reporting. · Develop and maintain market risk MIS, dashboards, KRIs and management reports. · Support market and liquidity risk stress testing and scenario analysis. · Review market risk policies, procedures, methodologies and risk limits. · Assist in identifying gaps in market risk management frameworks and recommend remediation actions. · Support ICAAP, risk appetite and regulatory requirements related to market risk. · Coordinate with relevant business and risk teams for data, analysis and reporting requirements. · Maintain trackers for risk limits, exposures, stress testing, regulatory requirements and remediation activities. Work Location: In person Desired Candidate Profile Experience: Minimum 5 years of experience in Market Risk / Financial Risk Management. Employment Type Contract Company Industry IT - Software Services Department / Functional Area FinanceTreasury Keywords Market Risk ManagementMarket Risk ConsultantMarket Risk AnalystBanking FinanceMarket RiskRisk ConsultantRisk ManagementFinancial RiskRisk AssessmentMarket Risk ModelsRisk Modelling / Risk ModelingRisk MetricsExcel / Advanced Excel Get real-time job updates only on our App