Latest Samba Bank Jobs in Karachi December 2021

Latest Samba Bank Jobs in Karachi Details:

Job Position:	Manager Market Risk
Job Type:	Permanent
Qualification:	Bachelors (Risk Management, Finance, Accounting preferred) / ACCA
Experience:	4-5 Years
Location	Karachi
Send Resume at:	*[email protected]*
Subject Line of Email:	Manager Market Risk
Last Date:	6th December, 2021

Conduct review of audit entitles as team / leader to provide reasonable assurance
Independently monitor the business compliance with the independent limit/trigger framework
Agree upon corrective actions for limit excesses in conjunction with business management
Ensure that reports are in compliance with statutory policies and procedures
Monitor limit excesses on an ongoing basis to ensure corrective action is carried out
Prepare projected liquidity MAR and Stress Scenarios
Prepare Maturity and Interest Rate Gap reports
Prepare Basel liquidity ratios i.e. Liquidity Coverage Ratio (LRC) and Net Stable Funding (NS ratio)
To implement the quarterly IFRS9 Expected Credit Loss calculation, modeling and reporting processes
Enhancing the development of IFRS9 models including re-calibration of PD, LGD, macroeconomy senarios
Understand risk metrics and accounting concepts (PD, LGD, EAD, arrears and roll rates, inter rates, fair value, write-offs)