Employment

AMF offers employment contracts for the initial period of two years and renewable for a similar period or periods based on the employee performance.In some cases, AMF recruits temporary experts and consultants for short periods to work in AMF headquarter or to participate in AMF missions to member countries.

Senior Officer, Market Risk

Organization
Arab Monetary Fund
Opening Date
-

Job Purpose:

The Senior Officer, Market Risk 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. It contributes to the enhancement of AMF’s risk framework by analyzing market trends, evaluating portfolio sensitivities, and implementing best-practice risk controls.

Roles and Responsibilities

Key Accountabilities

  • Monitor market risk exposures across portfolios, including interest rate, FX, equity, and price risks.
  • Perform daily and periodic risk assessments to ensure compliance with risk limits and guidelines.
  • Conduct sensitivity analysis, stress testing, Value at Risk (VaR), scenario analysis, and performance attribution.
  • Prepare and deliver timely market risk reports, dashboards, and analytical insights for management and committees.
  • Identify emerging risks, deviations, and limit breaches, and escalate as required.
  • Maintain and update risk models, assumptions, and parameters in line with market developments.
  • Analyze market indicators, yield curves, credit spreads, and investment performance trends.
  • Support the evaluation of investment proposals by assessing risk exposures, implications, and volatility.
  • Ensure the accuracy, completeness, and integrity of market data and pricing sources.
  • Contribute to the development and enhancement of market risk methodologies, models, and tools.
  • Support validation of risk systems and improvement of analytical reporting capabilities.
  • Participate in reviewing and updating risk policies, frameworks, limits, and procedures.
  • Monitor adherence to AMF investment guidelines, risk frameworks, and regulatory requirements.
  • Coordinate with Investment, Treasury, Finance, and Internal Audit teams to ensure alignment in risk reporting.
  • Support risk committees by preparing materials, reports, and analytical briefings.
  • Liaise with custodians, data providers, and external auditors on market risk-related matters.
  • Stay updated on market developments, regulatory changes, and global risk trends.

Job Qualifications and Requirements

Knowledge and Experience

  • Minimum of 4 years of experience in market risk, investment risk, treasury risk, or financial risk analysis.
  • Strong knowledge of financial instruments, portfolio theory, pricing techniques, and market dynamics.
  • Experience with risk systems, stress testing tools, VaR models, and pricing engines is preferred.

Education

  • Bachelor’s degree in finance, Economics, Risk Management, or a related field.
  • Master’s degree is preferred.

Certifications

  • Professional certifications such as FRM, CFA, PRM, or other risk-specialized qualifications are considered an advantage.
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