Job description

Changes in profit rates, exchange rates, volatilities and share prices all move Doha Bank's risk position, and this Doha-based analyst helps measure, monitor and hedge that exposure. Sound market risk practices need implementing in line with approved policies, industry best practice and Qatar Central Bank requirements, along with regulators in overseas jurisdictions. The Market Risk Policy sets exposure limits for capital usage, and part of your job is translating those limits to individual business lines. Portfolio data and MIS from the ALM and sensitivity analysis teams come together in reports for business units and senior management. Risk profiles should reflect the true risks the business takes and stay consistent with market movements. Every risk approval must meet policy guidelines and QCB regulations, with terms that mitigate market risk. Regulatory assignments under ICAAP and Basel II, plus benchmarking the Bank's rating against peers, are also part of the work. Expect to need 5 to 8 years in financial services or banking with market risk experience, a degree in Business, Banking or Finance and QFSQF Level 3. PRM, FRM, CFA or ICFA, Python, VaR and Expected Shortfall modelling, FRTB, IRRBB and Bloomberg experience would all help.