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Senior Specialist, Credit Risk

Arab Monetary Fund
Abu Dhabi Emirate, UAE
Fulltime
Mid-Senior
1 months ago
CreditRiskSpecialist
Free

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Job Purpose

The Senior Officer, Market Risk is responsible for monitoring, assessing, and reporting market risks related to AMF’s investment portfolios, treasury activities, and financial exposures.

The role ensures effective risk measurement, compliance with limits, and timely reporting to support informed decision-making.

It contributes to the enhancement of AMF’s risk framework by analyzing market trends, evaluating portfolio sensitivities, and implementing best-practice risk controls.

Roles and Responsibilities

Key Accountabilities

  • 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.
  • Identify emerging risks, deviations, and breaches, and escalate as required.
  • Maintain and update risk models, assumptions, and parameters in line with market movements.
  • Analyze market indicators, yield curves, credit spreads, and investment performance trends.
  • Support evaluation of investment proposals by assessing risk implications, exposures, and volatility.
  • Verify accuracy, completeness, and integrity of market data and pricing sources.
  • Contribute to developing and improving market risk methodologies, models, and measurement tools.
  • Support validation of risk systems and enhancements of analytical reporting capabilities.
  • Participate in reviewing and updating risk policies, limits frameworks, and procedures.
  • Monitor adherence to AMF investment guidelines, risk frameworks, and regulatory standards.
  • Coordinate with Investment, Treasury, Finance, and Internal Audit teams to verify data and align risk reporting.
  • Support risk committees through preparation of materials, risk notes, and analytical briefings.
  • Liaise with custodians, data providers, and external auditors on market risk-related matters.
  • Stay informed on market developments, regulatory changes, and global risk trends.

Job Qualifications And Requirements

  • :
  • 🔹 Knowledge and Experienc
  • e:Minimum o
  • f 4 years of experien
  • ce in Market risk, Investment risk, Treasury risk, Financial risk analys
  • isStrong knowledge of Financial instruments, Portfolio theory, Pricing, Market dynamics, Experience with: Risk systems, Stress testing tools, VaR engines and Pricing models (preferre
  • d)🎓 Educati
  • onBachelor’s degree in finance, Economics, Risk Management Or a related field. Master’s degree is preferr
  • ed?
  • ?
  • Certificatio
  • nsProfessional certifications are an advantage, such a
  • s:FRM (Financial Risk Manage
  • r)CFA (Chartered Financial Analys
  • t)PRM (Professional Risk Manage
  • r)Other risk-specialized cours
  • es

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