Professional Documents
Culture Documents
Key Responsibilities:
• Monitor independently risk exposures and ensure market risk positions are within prudential limits
• Produce VaR on a daily basis and monitor the por tfolio per formance
• Review and assurance over daily product valuations, explanation of movements in P/L for Financial Markets business
• Monitor and repor t credit exposures and excesses
• Def ine key risk indicators and aler t management of any potential operational risk issues or unusual events in Financial
Markets operations
• Per form daily open position reconciliation and ensure that Financial Markets business per formance is tracked and
repor ted accurately
• Ensure critical controls relating to market risk management is in place and assist in raising awareness in Financial
Markets Front and Back Off ice.
• Keep 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
• Repor t on the developments of the Bank’s market and liquidity risk exposures and per formance
If you believe in taking new challenges with the right mindset, please refer to our website for full details and complete our online application
form on www.sbmgroup.mu/vacancies by Monday, 20 th November 2017.
We thank you for your interest and invite you to grow with us.
Kindly note:
All applications will be dealt with in strict conf idence.
Please favour online application.
The Group reser ves the right to call only the best candidates for inter view and not to f ill this position following this adver tisement.
SBM is an equal oppor tunity employer.
One step in the right direction and a giant leap for your career.