Senior Market Risk Analysist

By Live Lover -
The Position
Reporting to the Head, Market Risk, the position will support coordination of the Group’s market, liquidity and country risk management.

The position will support the identification and evaluation of market, liquidity and country risks, provide support to the Business units, perform risk return analytics, development of economic capital and oversight on the maintenance of the Treasury Front Office and Market Risk System.

Additionally to contribute to the development and implementation of strategies to ensure KCB is Basel compliant.

Key Responsibilities
The main responsibilities of the department are:
  • Maintenance, development and customisation of market, liquidity and country risk policies, procedures and controls for the Bank and its subsidiaries
  • Monitoring the market, liquidity and country risks of KCB on a global level
  • Overseeing the maintenance of the Treasury Front Office and market risk system across the Group
  • Calculating the economic and regulatory capital of the trading activities and development of criteria for allocating economic capital to business and trading units
  • Production of risk versus return reports for the respective Treasury products to obtain an optimal trading portfolio, risk-transfer strategies which ensure compliance with the risk tolerance and maximise economic value
  • Validation and maintenance of pricing and value at risk models for both current and new Treasury products as they are introduced including back testing
  • Utilisation of statistical forecasting techniques to predict movements in market factors and use this information to develop meaningful scenarios and stress tests for scenario analysis and stress testing
  • Preparation of the respective risk reports to ALCO and Board
  • Providing guidance to the junior market risk analysts across the Group
  • Supporting the Group’s “New Product Approval Process” for Treasury products
  • Oversee the MTM process by ensuring that the MTM sources are updated and reflective of market rates/prices
  • Establish and maintain control framework to ensure compliance with internal policies, procedures, BASEL requirements, Codes, and applicable external laws and regulations
  • Contribute towards development of the Group’s strategic risk management capability for Treasury and risk/return assessments and benchmarks
  • Any other duty as may be assigned by Head Market Risk on ad hoc basis

The Person
For the above position, the successful applicants should have:
  • A University degree from an institution recognized by Commission for University Education in a relevant field, e.g. Statistics, Maths, Economics, Finance, Computer Science etc preferably with an MBA or other relevant postgraduate qualification
  • Professional Banking qualification or equivalent – PRM, FRM, ACI Dealing Certificate
  • 6 years of wide ranging bank experience - 5 years middle management experience, in a market risk or Treasury unit of a bank
  • Comprehensive understanding of Treasury products
  • Some understanding and command of SQL programming language or prior experience with database management especially oracle or SQL Servers
  • Good management skills including organizational, presentation & communication and problem solving skills
  • Demonstrated high integrity and team spirit
  • Possess excellent analytical skills, be open-minded and have the ability to identify alternative solutions
The above position is demanding for which the bank will provide a competitive package for the successful candidates.  If you believe you can clearly demonstrate your abilities to meet the criteria given above, please submit your application with a detailed CV, stating your current position, remuneration level e-mail and telephone contacts quoting the job title/reference in the subject field to recruitment@kcb.co.ke
To be considered your application must be received by Sept. 26, 2014.
Only short listed candidates will be contacted.
JOB REF: RISK 04/2014

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