The Ugandan Jobline

• Assist in
  reporting on risk and results, as well as to provide a source of
  information for
• Middle
  Office Manager with regard to positions, results, instruments, products,
  activities, systems and procedures;
• Assist in
  Product Control (roll-out of new/amendment to existing products)

• Assist in
  the preparation of calculation of DVAR and Liquidity.
• Assist in
  the investigation of any variations/excesses in Dvar results.
• Assist in
  documentation and verification of all approved pricing models.

• Assist in
  processing counterparty limit requests on behalf of front office.
• Assist in
  providing information on counterparties as requested.
• Assist in
  maintenance of database of counterparty limits.
• Keep
  abreast of local market developments which could have direct bearing on
  change to Procedures/reporting requirements.
• Ensure
  compliance with Market Operations Manual (MOM) standards and audit requirements.
• Ensure
  critical controls relating to market risk management is being observed and
  assist in raising appropriate awareness in Treasury Front and Back-Office.
• Develop/maintain
  good relationships with Treasury Front and Back-Office staff members to
  ensure achievement of business goals.

• Participate
  in any systems implementation in the Middle-Office
• Participate
  in training initiatives to ensure Front-Office/Middle-Office/Back-Office
  staff receive adequate training on Treasury risk systems.
• Assist in
  development/design of reports to provide appropriate information which
  identifies the risk
• Positions
  and profit and loss profile of Treasury.

• Maintenance
  of records/documentation of Treasury Middle Office reports.
• Responsible
  for importing reports from BRAINS and DM3.
• Assist in
  providing required documentation for audits.
• Assist in
  providing necessary documentation for implementation of new systems.
• Ensure
  maintenance of the filing system of CBE & GRCB Treasury and Market
  Risk Policies and procedures.

• The applicant
  should possess a University degree
• Treasury/banking
  qualification
• Sound
  knowledge of Market risk methodologies & tools
• Regulatory
  and Head Office reporting requirements
• PC skills
• Good
  communication skills
• Familiarization
  with Front-Office dealing strategies/activities.
• Basic
  understanding of DVAR (Daily Value at Risk) and/or any other market risk
  measurement methodology employed.
• ·Basic
  understanding of the principles of prudent liquidity management and
  reporting
• Basic
  understanding of procedures for the whole product cycle from deal
  initiation settlement.
• Experience
  in large international bank/investment bank
• Basic
  knowledge/practice of Treasury products, Treasury risk systems and operational
  processes;
• Experience
  in creating/running risk models

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