Assistant Vice President, Market & Liquidity Risk

Aventus; Riyadh; On-site; SAR 350,000 - 520,000; Full time

Job summary

Aventus is seeking an Assistant Vice President, Market & Liquidity Risk in Riyadh to strengthen risk oversight for the local branch, supporting balance sheet management, liquidity control and governance across operations.

The role requires 10+ years in international banking with a focus on liquidity risk, ALM and stress testing; CFA/FRM/CPA advantageous; strong knowledge of Basel, IFRS and risk reporting standards.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, or related quantitative discipline; Master's degree preferred.
• 10+ years' experience in international banking with a strong focus on liquidity risk, ALM and stress testing methodologies.
• Solid grounding in market risk, VAR, and interest rate risk modelling.
• Strong understanding of operational risk frameworks across banking products and processes.
• Excellent stakeholder management and communication skills, with the ability to work independently across multiple priorities.
• Sound knowledge of regulatory frameworks, IFRS, and industry best practices.

Responsibilities

• Support the management of core prudential risks across the branch's portfolio.
• Advise senior management on current and emerging risk exposures, contributing to capital and liquidity strategy.
• Drive the branch's transition toward advanced methodologies for measuring and capitalising operational risk.
• Liaise with Compliance on regulatory developments and assess their impact on the branch's risk profile.
• Deliver timely, accurate risk reporting to management committees, auditors, and regulators as required.
• Review and refine portfolio risk procedures in line with Basel standards, SAMA regulations, and evolving market conditions.
• Monitor exposure limits across counterparties, related-party transactions, credit concentration, and liquidity positions.
• Support remediation of findings raised through internal/external audits or regulatory examinations.
• Take ownership of operational risk oversight for the branch, covering fraud, business disruption, process failures, and client/product-related risk events.

Skills

Liquidity risk

ALM

Stress testing

Market risk

Regulatory frameworks

Stakeholder management

Communication skills

Education

Bachelor's degree in Finance, Economics, Mathematics or related quantitative discipline

Master's degree preferred

Tools

Risk systems

MIS tools

Job description

Title: Assistant Vice President, Market & Liquidity Risk

About the Client

Our client is a leading regional banking group. They are seeking an Assistant Vice President, Market & Liquidity Risk to strengthen risk oversight for their Riyadh office, supporting balance sheet management, liquidity control, and operational risk governance at the branch level.

Key Responsibilities

• Support the management of core prudential risks - counterparty, leverage, liquidity, interest rate, currency, and other market exposures - across the branch's portfolio.
• Advise senior management on current and emerging risk exposures, contributing to capital and liquidity strategy in light of the prevailing macroeconomic environment.
• Drive the branch's transition toward more advanced methodologies for measuring and capitalising operational risk.
• Liaise with Compliance on regulatory developments and assess their impact on the branch's risk profile.
• Deliver timely, accurate risk reporting to management committees, auditors, and regulators as required.
• Review and refine portfolio risk procedures in line with Basel standards, SAMA regulations, and evolving market conditions.
• Monitor exposure limits across counterparties, related-party transactions, credit concentration, and liquidity positions using appropriate risk systems and MIS tools.
• Support remediation of findings raised through internal/external audits or regulatory examinations.
• Take ownership of operational risk oversight for the branch, covering fraud, business disruption, process failures, and client/product-related risk events.

Key Requirements

• Bachelor's degree in Finance, Economics, Mathematics, or a related quantitative discipline; Master's degree preferred.
• Professional certification such as CFA, FRM, or CPA advantageous.
• 10+ years' experience in international banking, with a strong focus on liquidity risk, ALM, and stress testing methodologies.
• Solid grounding in market risk, VAR, and interest rate risk modelling.
• Strong understanding of operational risk frameworks across banking products and processes.
• Excellent stakeholder management and communication skills, with the ability to work independently across multiple priorities.
• Sound knowledge of relevant regulatory frameworks, IFRS, and industry best practices.
• Detail-oriented, self-motivated, and comfortable operating in a fast-paced, deadline-driven environment.