Job Description

:
looking for Analyst-Treasury Middle Office within the Risk department
Responsible for below:
Valuation - Carrying out daily valuations for treasury & investment portfolio, capturing dealer wise daily P&L and reconciling the same with P&L, providing inputs on suitable approach for valuation of complex instruments, Performing required valuation adjustments for less liquid positions.
P & L Attribution - Reconciling Treasury P&L with finance monthly, Producing, reporting, explaining and attributing treasury P&L daily.
Deal Monitoring - Monitoring deals - check audit trail of all transactions with the back office, monitor all market risk limits daily, reporting limit breach to market risk/concerned unit
Reporting - Prepare Transactional Risk Reports, Prepare Revaluation Reports, Prepare Limits Approval, Renewal and EOL - Excess over Limits Reports, Prepare Arbitrage Opportunity Reports, Counterparty Exposure monitoring for FX & Derivative portfolio, Escalation of reporting errors, breaches and exceptions
Market Data maintenance - Sourcing, Cleansing and archiving market data, monitoring daily liquidity, EIBOR & other curve checks
Hedge effectiveness testing - Ensure compliance with accounting standards as described by Finance
Other tasks - Coordinating system implementation for treasury, ensuring existence of procedures manuals and updating on annual basis, Monitoring Counterparty Credit Risk for CSA & approving the collateral placement.
Market risk - To manage market risk reporting and other functions in the absence of Market risk Manager
Any other work assigned by Head of Dept.
Qualifications, Skills & Experience
Basic Qualifications, Skills & Experience
Graduate Degree in Commerce, Finance or Accounting
MBA Degree or Postgraduate qualification preferred Fluency in English; Arabic language skills are desirable.
4-5 years of relevant working experience
Knowledge of CBUAE guidelines & market changes
Interpersonal skills to work effectively with others
Preferred Qualifications, Skills & Experience
Good command in English, Arabic language will be an advantage
MS Excel, Bloomberg, Treasury Systems
Report writing skills
Analytical Skills
Communicating effectively
Mandatory Professional Certifications & Licenses Requirement
Requirements
?

Skills Required