Senior Market Risk Analyst at KCB

On Monday, February 9th, 2015
Job Ref: RISK 01/2015

Department: Risk
Location: Kenya
The Position: Reporting to the Head, Market Risk, the position will support coordination of the Group’s market, liquidity and country risk management policies and processes. 
The person will be required to support the identification and evaluation of market, liquidity and country risks, provide support to the Business units, perform risk return analytics, development of economic capital and oversight on the maintenance of the Treasury Front Office and Market Risk System.

Key Responsibilities:

  • Maintenance, development and customisation of market, liquidity and country risk policies, procedures and controls for the Bank and its subsidiaries
  • Monitoring the market, liquidity and country risks of KCB on a global level
  • Overseeing the maintenance of the Treasury Front Office and market risk system across the Group
  • Calculating the economic and regulatory capital of the trading activities and development of criteria for allocating economic capital to business and trading units
  • Production of risk versus return reports for the respective Treasury products to obtain an optimal trading portfolio and risk-transfer strategies
  • Validation and maintenance of pricing and value at risk models for both current and new Treasury products as they are introduced including back testing
  • Utilisation of statistical forecasting techniques to predict movements in market factors and use this information to develop meaningful scenarios and stress tests for scenario analysis and stress testing
  • Preparation of the respective risk reports to ALCO and Board
  • Establish and maintain control framework to ensure compliance with internal policies, procedures, BASEL requirements, Codes, and applicable external laws and regulations
  • Development of the Group’s strategic risk management capability for Treasury and risk/return assessments and benchmarks
The Person

For the above position, the successful applicants should have:

  • A University degree from a recognized university in a relevant field, e.g. Statistics, Maths, Economics, Finance, Computer Science etc preferably with an MBA or other relevant postgraduate qualification.
  • Professional Banking qualification or equivalent – PRM, FRM, ACI Dealing Certificate
  • 6 years of wide ranging bank experience – 5 years middle management experience, in a market risk or Treasury unit of a bank
  • Comprehensive understanding of Treasury products
  • Good management skills including organizational, presentation & communication and problem solving skills
The above position is demanding for which the bank will provide a competitive package for the successful candidates.  
If you believe you can clearly demonstrate your abilities to meet the criteria given above, please submit your application with a detailed CV, stating your current position, remuneration level e-mail and telephone contacts quoting the job title/reference in the subject field to [email protected]

NB: In the event that you are successful, we will require that you provide us with a Certificate of Good Conduct that is not more than 6months old.

To be considered your application must be received by Feb. 20, 2015.

Only short listed candidates will be contacted.

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