Market Risk Consultant

Tanqeeb; Abu Dhabi; On-site; AED 180,000 - 240,000; Full time

Job summary

Tanqeeb invites applications for the role of Market Risk Consultant based in Abu Dhabi. The position is a 6-month contract, extendable by another 6 months, with immediate joining and a requirement for robust risk-management expertise.

You will support market and liquidity risk frameworks, monitor exposures, and perform VaR, EVE/EaR, and regulatory reporting tasks while collaborating with risk and business teams to strengthen risk governance.

Qualifications

• Minimum 5 years of experience in Market Risk / Financial Risk Management.

Responsibilities

• Support the implementation and enhancement of Market Risk and Liquidity Risk frameworks.
• Monitor market risk exposures and limits and prepare periodic risk reports.
• Perform and review VaR, Stressed VaR, EVE/EaR and market-risk capital calculations.
• Support IRRBB, stress testing, risk appetite and ICAAP activities.
• Support the development and enhancement of market risk policies, procedures and monitoring frameworks.
• Monitor market risk exposures against approved limits and risk appetite.
• Support VaR and Stressed VaR calculations, analysis and reporting.
• Perform/support EVE and EaR calculations and IRRBB assessments.
• Assist in market-risk capital requirement calculations and regulatory reporting.
• Develop and maintain market risk MIS, dashboards, KRIs and management reports.
• Support market and liquidity risk stress testing and scenario analysis.
• Review market risk policies, procedures, methodologies and risk limits.
• Assist in identifying gaps in market risk management frameworks and recommend remediation actions.
• Support ICAAP, risk appetite and regulatory requirements related to market risk.
• Coordinate with relevant business and risk teams for data, analysis and reporting requirements.
• Maintain trackers for risk limits, exposures, stress testing, regulatory requirements and remediation activities.

Skills

Market risk

Risk management

VaR

IRRBB

Regulatory reporting

Stress testing

Data analysis

Job description

Position: Market Risk Consultant

Domain: Consulting Client: Banking / Financial Services

Location: Abu Dhabi

Contract Period: 6 months, extendable by another 6 months

Joining: Immediate / Short notice

Key Responsibilities:

• Support the implementation and enhancement of Market Risk and Liquidity Risk frameworks.
• Monitor market risk exposures and limits and prepare periodic risk reports.
• Perform and review VaR, Stressed VaR, EVE/EaR and market-risk capital calculations.
• Support IRRBB, stress testing, risk appetite and ICAAP activities.
• Support the development and enhancement of market risk policies, procedures and monitoring frameworks.

Detailed responsibilities:

• Monitor market risk exposures against approved limits and risk appetite.
• Support VaR and Stressed VaR calculations, analysis and reporting.
• Perform/support EVE and EaR calculations and IRRBB assessments.
• Assist in market-risk capital requirement calculations and regulatory reporting.
• Develop and maintain market risk MIS, dashboards, KRIs and management reports.
• Support market and liquidity risk stress testing and scenario analysis.
• Review market risk policies, procedures, methodologies and risk limits.
• Assist in identifying gaps in market risk management frameworks and recommend remediation actions.
• Support ICAAP, risk appetite and regulatory requirements related to market risk.
• Coordinate with relevant business and risk teams for data, analysis and reporting requirements.
• Maintain trackers for risk limits, exposures, stress testing, regulatory requirements and remediation activities.

Work Location: In person

Desired Candidate Profile

Experience: Minimum 5 years of experience in Market Risk / Financial Risk Management.