Senior Risk Analyst

UBL - United Bank Limited; Karachi Division; On-site; PKR 2,000,000 - 4,200,000; Full time

Job summary

UBL - United Bank Limited in Karachi invites applications for a senior risk reporting role focused on Basel III liquidity standards, MTM analysis, and regulatory submissions. You will prepare liquidity risk reports, monitor risk indicators, and escalate breaches to senior management.

Responsibilities include calculating MTM gains/losses on international portfolios, monitoring MAT triggers, and generating market risk analytics to support management decisions.

Qualifications

• Relevant work experience in risk management or regulatory reporting is preferred.
• Strong analytical and data interpretation skills.
• Ability to prepare management reports and escalate breaches timely.

Responsibilities

• Regular reporting of international portfolio and risk reports including timely escalation of breaches.
• Ensure timely regulatory submission of Liquidity Risks report under Basel III Liquidity Standards including LCR/NSFR and monitoring tools.
• Calculate MTM gain/loss on international bond portfolio and report updates to senior management.
• Monitor MAT level triggers for all products and escalate per policy matrix.
• Prepare Market Risk analytical reports (PVBP, Duration, thresholds).
• Prepare domestic and international Liquidity Risk positions and monitor compliance with limits.

Skills

Risk reporting

Liquidity risk

Regulatory compliance

Education

14-16 years education in Finance/ Risk Management/ Mathematics/ Statistics/ Business Administration

Job description

Regular reporting of international portfolio, risk reports including timely escalation of breaches.

Ensure timely and accurate regulatory submission of Liquidity Risks report under Basel III Liquidity Standards including Liquidity Coverage Ratio, Net Stable Funding Ratio & its monitoring tools.

Job Responsibilities:

• Calculate MTM Gain/loss on international bond portfolio, monitoring against the approved limits, independently analyse the positions and share update with the senior management.
• Monitoring of MAT level triggers for all products as defined in the policy and escalation of MATs as per the approved matrix.
• Prepare Market Risk analytical report for management encompassing approved risk parameters like PVBP, Duration and compliance status against approved thresholds.
• Prepare domestic & international Liquidity Risk position encompassing liquidity risk indicators, approved limit and compliance status for senior management.
• Prepare liquidity risk reports including LCR, NSFR and monitoring tools as per SBP Basel III Liquidity Standards for regulatory submission.
• Prepare liquidity risk updates for GALCO & BRCC.
• Assist LM in preparation of interest rate sensitive GAP for portfolio.

Qualification:

• 14-16 years of education in Finance/ Risk Management/ Mathematics/ Statistics/ Business Administration.