associate director - financial risk management.

 Understand the business nature and its working protocols.
 Manage and lead regulatory risk projects, ensuring timelines are maintained, deliverables are agreed upon, and effective communication is upheld with clients and internal stakeholders.
 Develop and maintain robust Market and Liquidity Risk Management frameworks, ensuring compliance with regulatory standards (e.g., Basel III/IV, LCR, NSFR) and alignment with business objectives.
 Lead the design, implementation, and monitoring of Treasury Risk Management strategies, including structural hedging to manage balance sheet risks effectively.
 Perform advanced Interest Rate Risk (IRRBB) and Foreign Exchange (FX) Risk analyses, leveraging quantitative methods to mitigate potential exposures and support ALM strategies.
 Develop and execute Market Risk measurement and monitoring processes, with a focus on scenario analysis, stress testing, and compliance with regulatory and economic capital requirements.
 Conduct Liquidity and Funding Risk Analysis, including cash flow projections, stress testing, contingency planning, and monitoring of key metrics such as liquidity buffers and regulatory ratios.
 Design and implement Funds Transfer Pricing (FTP) frameworks to support effective pricing, allocation of funding costs, and performance measurement across business units.
 Apply expertise in Liquidity Stress Testing, Recovery Planning, and contingency frameworks to enhance the organization resilience against funding shocks.
 Ensure compliance with international banking regulations, including Basel frameworks, with specific application to Market
and Liquidity Risks.
 Contribute to the development of Asset and Liability Management (ALM) frameworks and Balance Sheet Management strategies, ensuring alignment with regulatory and organizational objectives.
 Leverage general knowledge of Behavioral Modelling techniques, including deposit attrition, prepayment risks, and customer behavior analysis, to support ALM and liquidity planning.
 Demonstrate a general understanding of Quantitative Finance and its application to risk analysis, including: Macro-economic risk factor modeling and satellite models, Market risk factors in the risk-neutral framework, and Top-down balance sheet projections for stress-testing and reverse stress testing (aligned with IFRS 9 and ICAAP/SREP).
 Support the development, implementation, and validation of pricing models, ensuring accuracy and alignment with regulatory standards.
 Provide input into the ICAAP (Internal Capital Adequacy Assessment Process), Risk Appetite Framework (RAF), and stress testing programs, ensuring consistency with regulatory expectations.
 Contribute to the development and implementation of Market Risk, Credit Risk, and Pillar II Risk frameworks, with a focus on ensuring alignment with risk appetite and regulatory standards.
 Collaborate on Liquidity Risk Framework design for both economic and regulatory purposes, ensuring effective management of funding and liquidity risks. Associate Director Job Code:Page 3/4
 Assist in the execution of stress testing and reverse stress testing procedures, including scenario development and result interpretation for ICAAP, SREP, and Recovery Planning processes.
 Provide general support on macroeconomic satellite models and their integration into stress testing and forward-looking risk assessments.
 Offer input into Treasury and Risk Management strategies, ensuring integration of advanced risk analytics into decision-making processes.
 Support quantitative assessments of Pillar II risks, including concentration risk, interest rate risk, and funding risk, to aid regulatory and economic capital assessments.
 Assist in drafting and formatting clients' presentations, reports, proposals, and marketing/pitching material.
 Continually support the service delivery and client engagement process and ensure that our client service standards and the quality of output are being achieved.
 Prepare and share with clients daily/weekly/on-need-basis market commentary as per direct manager guidelines.
 Take full responsibility for the assigned mandates that are governed by the firm and accomplish related tasks based on direct manager guidelines.
 Maintain up-to-date market knowledge and awareness; Be able to project manage multiple tasks/engagements/transactions while maintaining a clear focus on detail and quality of service delivery against client deadlines.