Middle Office Risk Role - BFS

- Independently monitor risk exposures and ensure market risk positions on FX, Interest Rates, Commodities & Derivatives & other products of Financial Markets Division are within prudential limits.

- Daily Profit valuation of all Market Exposures of Financial Markets division.

- Daily production of VaR and monitoring the portfolio performance

- Monitor and report credit exposures and excesses

- Define key risk indicators and alert management to any potential operational risk issues or unusual events in Financial Markets operations

- Perform daily open position reconciliation and ensure that Financial Markets business performance is tracked and reported accurately

- Ensure critical controls relating to market risk management is in place and assist in raising awareness in Financial Markets Front and Back Office.

- Keeping up to date with global macro events across asset classes as well as understanding the effects of these events to explain market volatility and P/L

- Report on the developments of the Bank's market and liquidity risk exposures and performance

- Regular coordination with Back Office, Finance and Performance Management Team on Treasury profits and other Treasury matters.