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Market Risk Analyst

  • Location: Doha, Qatar
  • Salary: £120,000
  • Job type: Permanent
  • Job reference: TS169254
  • Sector: Banking, Banking
Job Description

Supporting the  treasury operations of this international bank, the Senior Analyst will ensure that the risk framework is complete and that all relevant risks are monitored and controlled.  This will include the development and implementation of ALM market risk measurement tools, being heavily involved in treasury liquidity processes and to providing analysis on all emerging risks and market conditions.  This will also include undertaking stress testing scenarios and evaluating market risk models to ensure these are robust and appropriate for purpose.

Candidate should ideally be graduates in a quantitative subject with experience gained in risk methodologies, interest rate modelling, VAR and other complex modelling.  This is a highly professional environment in a rapidly developing bank that can offer career development matched by an excellent expat ppackage.

 

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