Assistant Vice President, Market & Liquidity Risk

The Company is in search of an Assistant Vice President for Market and Liquidity Risk to enhance its risk oversight. The successful candidate will be responsible for managing core prudential risks, including counterparty, leverage, liquidity, interest rate, currency, and other market exposures, across the branch's portfolio. This role involves advising senior management on risk exposures, contributing to capital and liquidity strategy, and driving the transition to advanced methodologies for measuring and capitalizing operational risk. The AVP will also be tasked with ensuring compliance with regulatory developments, delivering accurate risk reporting, and monitoring exposure limits. Applicants must have a Bachelor's degree in a quantitative discipline, with a Master's degree preferred, and professional certification such as CFA, FRM, or CPA. A minimum of 10 years' experience in international banking, particularly in liquidity risk, ALM, and stress testing, is required. The role demands a solid grounding in market risk, VAR, and interest rate risk modeling, as well as a strong understanding of operational risk frameworks. The ideal candidate will possess excellent stakeholder management and communication skills, be detail-oriented, self-motivated, and adept at working in a fast-paced, deadline-driven environment. Knowledge of regulatory frameworks, IFRS, and industry best practices is essential.