Unit Head Market & Liquidity Risk Analytics (Enterprise Risk)
Sindh Bank
Published Date: • Karachi, Pakistan (On-Site)
Description
Job Description: Sindh Bank Limited is seeking an experienced professional for the position of Unit Head Market & Liquidity Risk Analytics (Enterprise Risk) in its Risk Management Division. The incumbent will be responsible for overseeing the identification, measurement, monitoring, and reporting of market and liquidity risks across the Bank. The role involves developing risk assessment methodologies, conducting stress testing and scenario analysis, monitoring risk limits and liquidity indicators, and preparing analytical reports for senior management and relevant committees to support effective risk management and regulatory compliance.
Sindh Bank Limited is an equal opportunity employer and encourages applications from all eligible and qualified candidates, including persons with disabilities, irrespective of gender or religion.
Responsibilities
- Develop, implement, and maintain the market risk management strategies, policies, and frameworks in coordination with relevant stakeholders.
- Act as the focal point for managing market risk across the bank in collaboration with all functional units.
- Support the deployment and improvement of market risk management applications in alignment with Risk Management Improvement programs like Basel II, Basel III, and risk automation projects.
- Supervise identification and documentation of rate sources and ensure mark-to-market and valuation accuracy.
- Verify reconciliation of trading activities, profit and loss positions between traders and back office, escalating discrepancies promptly.
- Monitor position movements and re-designation between trading and banking books to ensure accurate risk categorization.
- Track and monitor limit expiries and exposure compliance against approved risk limits.
- Maintain a comprehensive database to perform market risk analyses and generate management information system reports.
- Provide active input on Asset Liability Management (ALM) practices, reviewing and coordinating implementation with business and operations units.
- Calculate minimum capital requirements according to Basel II and Basel III standards in collaboration with Finance and Credit Risk Management divisions.
- Oversee investment portfolio monitoring and propose enhancements to business units for risk performance improvements.
- Lead assigned projects and initiatives under the bank’s Basel II and Basel III program to enhance risk management capabilities.
- Develop, review, and coordinate Basel II and Basel III compliant market risk measurement models with related functions.
- Review MIS and exception reports regularly and escalate critical issues to senior management.
- Manage development and facilitation of market risk management procedures, processes, and application usage.
- Conduct stress testing exercises by developing relevant scenarios consistent with regulatory requirements and market conditions, submitting periodic reports to management.
- Review new product proposals, advising on liquidity and market risk management procedures to mitigate potential exposures.
- Ensure market risk input into risk appetite statements covering market, country, interest rate, and liquidity risks.
- Lead knowledge management initiatives including organizing training sessions and awareness programs on market risk, ALM, liquidity, interest rate risk, and country risk management.
- Coordinate and arrange timely staff training to enhance team expertise and compliance.
- Represent market risk management during key meetings to provide expert input and guidance.
- Determine sovereign risk universal credit rating criteria and models to evaluate and manage risk exposures effectively.
- Ensure compliance with guidelines and circulars from regulators such as the State Bank of Pakistan and Shariah Advisor, addressing audit observations proactively.
Experience :
Minimum 3 years banking experience in Risk Management Division
Qualification :
Minimum graduate in preferably M.B.A / M.Com from HEC recognized Institution.
Age:
Upto 50 years.
Experience
3 Years
Apply By
Required Skills
- Basel II
- Regulatory Compliance
- Compliance Management
- credit ratings criteria
- risk exposure evaluation
- MIS Reporting
- Interest Rate Risk Management
- Risk Appetite Statement
- Stress Testing
- Limit Monitoring
- Risk automation
- Basel III
- Liquidity Risk Management
- Market Risk Management
Nice to Have Skills
- Team Leadership
- Stakeholder Communication
- Internal Controls
- Risk Reporting
- Investment Portfolio Monitoring
- Database Management
- Project Management
- Training Facilitation
- Knowledge Management
- ALM practices