Operation Risk Officer - Abu Dhabi - Arab Monetary Fund

    Arab Monetary Fund
    Arab Monetary Fund Abu Dhabi

    2 days ago

    Description

    Operation Risk Officer

    The Operation Risk Officer is responsible for monitoring, assessing, and reporting market risks related to AMF's investment portfolios, treasury activities, and financial exposures. The role ensures effective risk measurement, compliance with limits, and timely reporting to support informed decision-making.

    Roles and Responsibilities:

    • Monitor market risk exposures across portfolios including interest rate FX equity price risks
    • Perform daily/periodic risk assessments ensuring positions comply with market risk limits guidelines
    • Sensitivity stress testing VaR scenario analysis performance attribution
    • Prepare timely market reports dashboards for management committees Identifying emerging breaches elevating as required Maintaining updating models assumptions parameters in line with movements Analyzing indicators yield curves credit spreads trends Supporting evaluation of proposals by assessing implications volatility Verifying accuracy completeness integrity data pricing sources Contributing developing improving methodologies tools

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