Job description

Responsible for assisting Doha Bank in implementing and maintaining leading market risk practices across the organization. The Market Risk Analyst contributes to the measurement, monitoring, and mitigation of market risks arising from fluctuations in profit rates, foreign exchange rates, volatilities, and equity prices. The role supports the execution of the Bank’s Market Risk Policy by ensuring exposure limits for capital usage and risk exposure are applied consistently across business lines. The analyst consolidates portfolio and MIS data from Asset Liability Management (ALM) and sensitivity analysis functions, produces accurate reports for senior management, and formulates risk profiles aligned with market movements. The incumbent ensures compliance with internal policies, Basel II regulations, ICAAP requirements, and Qatar Central Bank guidelines while supporting the assessment of the Bank’s market risk rating relative to peers. The role involves continuous enhancement of risk measurement methodologies, contributing to hedging strategies, and providing actionable insights to mitigate market risks. Exposure to complex derivatives, FRTB calculations, and advanced market risk metrics is part of the responsibilities, alongside leveraging financial modelling, Python programming, and relevant tools such as Bloomberg and Treasury systems.