Analyst II

The incumbent should be able to measure and report on risk in FCIS’ investment portfolio using agreed metrics and reporting formats. Process Transactions requiring risk approval and provide general support to the FCIS Market Risk Manager.

Job Summary

The incumbent should be able to measure and report on risk in FCIS’ investment portfolio using agreed metrics and reporting formats. Process Transactions requiring risk approval and provide general support to the FCIS Market Risk Manager.

 Duties and Responsibilities

1. Perform analysis and provide recommendations to the  Risk Manager for new trade investments and hedging strategies

2. Monitor and report on daily movements in FCIS’ Investment portfolio as well as review reports and calculations prepared by the Analyst I’s before submission to the Group Market Risk Manager

3. Train and supervise the Group’s Analyst 1. Provide support to the FCIS Analysts and Bank Risk Officer for reports and technical issues. Backup authorizer for FCIS for transaction in T24

4. Timely compilation of risk reports for Senior Management and Board of Directors for review by the Group Risk Manager. Produce other reports for management as requested

5. Conduct Stress Tests and Scenario Analysis on the Group’s investment portfolio and monitor results against targets

6. Perform mark to market valuations of all domestic securities in the portfolio, produce reports and coordinate the Mark to Market meeting

7. Assist the  Group Risk Manager with any project work that may be required by Senior Management or the Board of Directors

    

   Qualifications and Experience

   Candidates must possess a Bachelor’s Degree in Mathematics, Finance, Economics or a related discipline. A minimum of three (3) years experience with at least Two (2) years experience in Risk Management or a related field from the bank or brokerage house are also required. Strong working knowledge of Microsoft Excel including formula writing and Macros and the ability to use excel for financial modeling, reporting and simulations. Knowledge of VBA would be an asset.