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development and implementation, and policy framework in the Bank |\n| --- |\n| Duties & Responsibilities |\n| 􀂃 Validation, calibration, development, and documentation of models using statistical methodologies and other quantitative/qualitative approaches. |\n| 􀂃 Domesticate market risk models for seamless adoption, integration and deployment in the Bank |\n| 􀂃 Review and develop market risk management framework, appetites, limits, tolerances, strategy, and capital allocations in the Bank |\n| 􀂃 Provide first line review for all limit requests, balance sheet targets, liquidity and contingency funding plans, and stress testing procedures. |\n| 􀂃 Develop and document stress testing methodology and procedures for market and liquidity risk portfolios/exposures. |\n| 􀂃 Review and development of market risk policies and standard operating procedures (SOPs) in the Bank. |\n| 􀂃 Coordinate market risk regulatory reporting and periodic reports to Management and Board Committees |\n| 􀂃 Development and deployment of Basel II/III/IV models across the Bank |\n| 􀂃 Coordinate the business continuity functions of the Unit (ISO Champion) . |\n| 􀂃 Conduct research on market developments, regulatory changes, geo-political and macroeconomic trends for the Bank. |\n| 􀂃 Attend to other project/tasks as may be required by CRO/Management |\n| KEY PERFORMANCE INDICATORS\u003Cbr>􀂃 Drive zero tolerance for losses above board approved market risk appetites (liquidity, interest rate and foreign exchange) .\u003Cbr>􀂃 Ensure full compliance with trading limits and market risk policies to achieve zero tolerance for regulatory/policy infractions and penalties, while ensuring timely reporting and early remediation of limit breaches and exceptions.\u003Cbr>􀂃 Timely, complete, and accurate market risk reporting. |\n\n| 􀂃 Implement at least 2 strategic projects and process improvement initiatives in the appraisal year.\u003Cbr>􀂃 Achieve excellent Internal Audit Rating\u003Cbr>ALM AND NON-TRADING MARKET RISK\u003Cbr>JOB OBJECTIVE(S)\u003Cbr>Oversight and management of ALM and non-Trading Market risk in UBA Plc\u003Cbr>DUTIES & RESPONSIBILITIES\u003Cbr>􀁸 Identify and communicate key issues arising from interest rate risk, foreign exchange risk, and other balance sheet risk exposures to Management and Board\u003Cbr>􀁸 Collation of data and generation/preparation of non-Trading market risk reports.\u003Cbr>􀁸 Interest rate, foreign exchange rate and liquidity risks monitoring, management, reporting and control in the Bank.\u003Cbr>􀁸 Conduct stress testing of market and liquidity risk exposures in the banking book of the Bank.\u003Cbr>􀁸 Annual testing of contingency funding plan (CFP) of the Bank.\u003Cbr>􀁸 Interpret and implement relevant Basel II/III/IV regulations and frameworks in the Bank.\u003Cbr>􀁸 Regular review of banking book to ensure compliance with internal/regulatory limits, while escalating breaches and following up for quick remediation.\u003Cbr>􀁸 Provide practical recommendation for the improvement of market risk management practices in the Bank.\u003Cbr>􀁸 Attend to other projects/tasks as may be required by CRO/Management. |\n| --- |\n|  |\n\n| JOB REQUIREMENTS\u003Cbr>Education: Minimum of BSc in Mathematics, Statistics, Finance, Economics, and other related disciplines (preferably numerical disciplines) .\u003Cbr>Professional Qualification: Possession of FRM, PRM, CFA, ACA, or ACCA will be an added advantage (preferably FRM, PRM or CFA) .\u003Cbr>Experience: Market risk, market research, treasury, and finance function. |  |\n| --- | --- |\n| Knowledge/Technical Competencies\u003Cbr>􀂃 Excellent knowledge of financial markets and products.\u003Cbr>􀂃 Good knowledge and interpretation of financial and balance sheet risks and opportunities.\u003Cbr>􀂃 Proficiency in the use of MS office tools to deliver excellent results.\u003Cbr>􀂃 Good understanding of economic variables/trends and regulatory/monetary policies.\u003Cbr>􀂃 Knowledge of market risk management best practices and methodolo","cbCaipAJXnhwjdLS","https://ap.wps.com/l/cbCaipAJXnhwjdLS","pdf",174212,"English","# Duties & Responsibilities\n## Market Risk Analytics, Policy, and Research\n## ALM and Non-Trading Market Risk\n# Key Performance Indicators\n# Job Requirements\n## Education and Professional Qualification\n## Knowledge/Technical Competencies\n## Skills/Competencies","[{\"question\":\"What are the core responsibilities for the Market Risk role?\",\"answer\":\"Validate, calibrate, develop, and document market risk models; review and enhance market risk frameworks, appetites, limits, tolerances, strategy, and capital allocations; and coordinate market risk regulatory and management reporting.\"},{\"question\":\"How does the role handle stress testing?\",\"answer\":\"Develops and documents stress testing methodology and procedures for market and liquidity risk portfolios, and conducts stress testing for exposures in the banking book, including annual testing of the contingency funding plan.\"},{\"question\":\"What qualifications and competencies are required?\",\"answer\":\"Requires a minimum BSc in relevant quantitative disciplines and preferred professional credentials such as FRM/PRM/CFA. The role also expects strong knowledge of financial markets, risk management methodologies, Basel II/III/IV practices, and proficiency with MS Office tools.\"}]","Job-Description-Market-Risk-ROA-3 | PDF"]