Risk Management Consultant for Bahrain

  • Development
  • Mumbai
  • 08/10/2023
  • Full Time

VAM Systems is a Business Consulting, IT Solutions and Services company.

 

VAM Systems is currently looking for Risk Management Consultant for our Bahrain operations with the following skillsets & terms and conditions:

 

Qualifications /Certification

 

Financial Risk Manager (FRM), Professional Risk Manager (PRM), Chartered Accountant (CA) or CFA

 

Experience: 4-6 Years

 

Skills

 

·         Data Access and Reporting

·         Preparation

·         Reporting

·         Oral/Written Communications

·         Risk Management

·         Data Marts

·         Data Modelling

·         Financial Management

·         Banking Experience Preferred

·         Preferred Previous Functional Experience Finance/Accounting

 

Technology Tools Required

 

·         OPICS

·         EDW

·         ALM-ASSET LIABILITY MANAGEMENT

·         Equation

·         Moody's BASEL III

·         OPICS Risk

·         Power BI

 

Roles and Responsibilities

 

·         Day to day management of Market & Liquidity Risk Reporting

·         Daily P&L Reporting requirements

·         Reconciliation of Treasury P&L to the Ledger

·         Developing Model and back test of Risk Models

·         Automation of process through usage of systems

·         Developing robust Centralised Data for reporting purposes

·         Preparation of Liquidity reports such as LCR &K NSFR, liquidity gap analysis, behaviorialisation

·         Calculation of VaR, DV01 and Stress Testing Reports through systems

·         Understanding data flow and the architecture from Treasury Systems to enterprise Datawarehouse to ALM system. Retrieve data through SAS EG /SQL server using ODBC connectivity

·         Preparing of MIS for Investments, Derivatives and Hedge Accounting

·         Preparing and updating policies for market risk, liquidity risk, Investment Risk, IRRBB and ALM

·         Ensuring the integrity of the data flowing into enterprise data ware which is used for the ALM system

 

 

Terms and conditions

 

Joining time frame: (15 - 30 days)

 

The selected candidates shall join VAM Systems - Bahrain and shall be deputed to one of the Banks in Bahrain.

 

Should you be interested in this opportunity, please send your latest resume in MS Word format at the earliest at talent.acquisition@vamsystems.com