Job Description:Managing Liquidity Risk Reviewing Liquidity Contingency Funding Plans of Afghanistan Operation to ensure effectiveness of the plan.
Preparation and Analysis of periodic reports including but not limited to Maturity Gaps, Liquidity position, Interest Sensitive Assets and Liabilities Gaps etc. of BAF Afghanistan Operations on desired frequency against approved guidelines.
Carrying out Stress Testing for market and liquidity risk as per approved bank policy. Managing Market Risk: Monitoring of various parameters as benchmarked by Risk Management Division in order to assist/update Senior Management with regard to position of BAF Afghanistan Operations.
Monitoring treasury operations of BAF Afghanistan Operations and ensure that risk exposures are within the acceptable internal and regulatory approved levels/limits.
Monitoring, identifying and reporting of limit expiries.
Recoding and updating RMD of matters pertaining to ALCO-Afghanistan. Managing Operational Risk & Credit Risk: Including awareness of operational risk along with implementation of approved risk management guidelines for enhancing operational efficiency along with improvements in controls.
Monitoring/Reviewing KRL’s and loss/near miss incidents of branches (BAF-Afghanistan Ops) along with their responses reported via KRI and OPLDB system.
Reviewing credit limits approved at Country Credit Committee level of Afghanistan (CCCA). Policies and procedures: Implementing Bank’s approved policies and regulatory guidelines/directives/framework pertaining to Liquidity & Market Risk Management. Continuous Improvement: Contribute to identification of opportunities for continuous improvement of systems processes and practices within the function taking into account ‘international best practice’, improvement of business processes, cost reduction and productivity improvement. Ad-hoc Requests: Perform additional duties in line with the current role, as and when requested by the management
Largest Foreign Bank in Afghanistan
16 Years of Operations in Afghanistan
Bachelors in Accounting, Finance, Economics or related discipline
Partial or Cleared FRM, PRM or CFA is a must
5 Years in Risk Department of the Bank
Job Specific Skills:
Financial and liquidity Analytics,
Understanding of Base II/III, Accounting, Regulations and Policies, Risk Management Policies & Procedures.
No. Of Jobs
Years of Experience
5 Years relevant experience in banking sector
1 Year, with 3 months probationary period (with possibility of extension)
As per the Bank salary scale
Please note, while sending your C.V/ Resume, do mention the position in the subject list of your email. Applications received after the closing date and without subject, will not be taken in consideration.
The interested candidates should only submit soft copies of CVs/ Resume only by email.
Note: Only short listed candidates whose application fulfills the above criteria will be contacted.