Specialist, Treasury ALM

Arab Monetary Fund; Abu Dhabi; Vor Ort; AED 300.000 - 500.000; Vollzeit

Zusammenfassung

Arab Monetary Fund seeks a seasoned Bond Risk Analyst to develop, enhance and maintain quantitative bond analysis frameworks and oversee investment opportunities within fixed income allocations.

The role requires evaluating portfolios, building internal rating models and conducting market risk analyses to support strategic decisions and risk management.

Qualifikationen

• 5–6 years of experience in market, investment, treasury and financial risk analyses.

Aufgaben

• Develop, enhance and maintain quantitative analysis modules to identify bond investment opportunities.
• Utilize external research and due-diligence reports to identify opportunities.
• Design and implement an internal rating system.
• Build and maintain a RAROC model for portfolio performance assessment.
• Monitor rating and risk across internal and external portfolios and adjust limits.
• Prepare investment research papers and due diligence to support decision making.

Kenntnisse

Market risk

Investment risk

Treasury risk

Financial risk analyses

Ausbildung

Bachelor’s degree in finance, economics, risk management, or related field

Master’s degree preferred

Jobbeschreibung

Develop, enhance and maintain qualitative and quantitative bond analysis frameworks to identify and monitor attractive investment opportunities within the allocation to bonds set in the investment strategy and asset allocation. Generate periodic bond analysis reports covering both the internally managed and the externally managed fixed income allocations.

Roles and Responsibilities:

Key Accountabilities:

• Develop, enhance and maintain quantitative analysis modules and apply them in order to identify attractive bond investment opportunities.
• Utilize primary and secondary analysis, research and due-diligence reports of investment firms, banks, and other external financial institutions in order to identify opportunities.
• Design and implement an internal rating system .
• Build a RAROC model for assessing the performance of the bond portfolio .
• Design models to measure the expected loss from bond exposures across various portfolios.
• Perform regular evaluation and monitoring of the rating of banks and financial institutions that the Fund deals with currently or may deal with in the future and recommend the appropriate dealing limits with each one of them based on the approved investment policy and guidelines.
• Prepare various investment research papers, studies and due diligence covering areas related to bonds in the internal portfolios, the external portfolios and financial markets in order to facilitate the decision-making process within the Department on matters related to the selection of bonds and bond
• managers.
• Assess and review characteristics from covenants and collateral included in
• bond issuance documentation.
• Support portfolio management administration, performance attribution and risk analytics.
• Acquire knowledge of fixed income markets, macro and financial analysis
• research, and portfolio management and investment strategy capabilities.
• Undertake thematic and sector research in the global fixed income markets and prepare related reports.
• Stay up to date with financial markets developments, including exchange rates, interest rates, short-and long-term deposits, bonds and securities, in order to consider the implications of these market movements on the Fund's investment activities.

Job Qualifications and Requirements

Knowledge and Experience:

• 5-6 years of experience in Market risk, Investment risk, Treasury risk, financial risk analyses

Education:

• Bachelor’s degree in finance, Economics, Risk Management Or a related field. Master’s degree is preferred

preferred Certification: CFA or FRM charter holder.