Senior Market Risk Analyst

Arab Monetary Fund; Abu Dhabi; On-site; AED 300,000 - 500,000; Full time

Job summary

Arab Monetary Fund seeks a Senior Officer, Market Risk to monitor and assess market risks across AMF's portfolios, treasury activities, and exposures. The role analyzes sensitivities, manages models, and reports to inform decision-making in a dynamic financial environment.

The candidate will verify data integrity, contribute to risk framework enhancements, and coordinate with Investment, Treasury, Finance, and Internal Audit teams to ensure compliance with guidelines and regulatory standards.

Qualifications

• Minimum of 8 years of experience in market risk, investment risk, treasury risk or related areas.
• Strong knowledge of financial instruments, portfolio theory, pricing, market dynamics.
• Experience with risk systems, stress testing tools, VaR engines and pricing models is preferred.

Responsibilities

• Monitor market risk exposures across portfolios, including interest rate, FX, equity, and price risks.
• Perform daily and periodic risk assessments and ensure positions comply with market risk limits and guidelines.
• Conduct sensitivity analysis, stress testing, VaR, scenario analysis, and performance attribution.
• Prepare timely market risk reports, dashboards, and analysis for management and committees.
• Maintain and update risk models, assumptions, and parameters in line with market movements.
• Support validation of risk systems and enhancements of analytical reporting capabilities.

Skills

Financial risk analysis

Quantitative analysis

Portfolio theory

Market dynamics

Education

Bachelor's degree in finance/economics/risk management

Master's degree preferred

Tools

Risk systems

VaR engines

Pricing models

Stress testing tools

Job description

Arab Monetary Fund seeks a Senior Officer, Market Risk to monitor and assess market risks across AMF's portfolios, treasury activities, and exposures. The role analyzes sensitivities, manages models, and reports to inform decision-making in a dynamic financial environment.

The candidate will verify data integrity, contribute to risk framework enhancements, and coordinate with Investment, Treasury, Finance, and Internal Audit teams to ensure compliance with guidelines and regulatory standards.