Market Risk Analyst – Karachi

Graduate / Postgraduate degree preferably MBA or equivalent from an HEC recognized university / ACCA. Minimum 1-2 years of experience with at least knowledge of function of Risk Management.

Main Duties & Responsibilities

  • Responsible for execution of role and responsibilities as defined through internal policies and regulatory requirements for TMO function under the umbrella of Market Risk Management. Monitoring and generating MIS & related reports as per pre-defined frequencies. Bringing to notice of Head RMD all limit excesses, portfolio position and breaches for review.
  • Prepare market risk report to monitor regulatory and internal policy limits and breaches  of MM, FX and Equity
  • All daily transactions (FX,MM, Equity) monitoring with review of trade
  • P/L analysis of daily trading activity including customer deals (if any)
  • Monitoring System Reports pertaining to TMO on daily basis and taking up with IT for correction (if any)
  • HFT intimation (90 days)
  • Discrepancies and action escalation as per policy matrix
  • Cross validation of completed deals from confirmations (broker, own & counterparty)
  • Liquidity Risk report as per LRP
  • SGLA reconciliation of bank.
  • Counterparty confirmation and acknowledgement
  • TBO authorized signatories list to cross verify counterparty deal authorization
  • Random voice recording check
  • Assist in LCR & NSFR
  • Preparing ALCO pack
  • Regulatory Stress testing
  • Broker’s business Concentration monitoring and reporting
  • BRMC presentations related to investment portfolio.
  • Submission of Proposal for Renewal of Broker’s limits after detailed analysis
  • Any other assignment given by HoD from time to time.

Site last updated May 21, 2019 @ 7:12 am