Applications Open
Market & Liquidity Risk Analyst Job in Islamabad at Zarai Taraqiati Bank Limited
Position Overview
Job Description
Job Overview
Zarai Taraqiati Bank Limited is seeking a Market & Liquidity Risk Analyst with experience in market and liquidity risk management.
Original Advertisement Text
Market & Liquidity Risk Analyst (OG-II) (No. of Position-01)
Experience:
- Minimum 03 Years’ experience in Bank/Financial Institutions.
- Including one-year experience in Market Risk and Liquidity Risk Management
Qualification:
Minimum Bachelor degree from HEC recognized Institute/University (National/ International).
Job Responsibilities:
- Preparation of Market and Liquidity Risk Dashboard for the bank.
- Preparation of Basel Reports Stress testing, CAR, LCR, NSFR, etc.
- Preparation of ALCO Packs for deliberation in ALCO meetings.
- Review & Analysis of treasury Portfolio, Policy & Product periodic basis.
- Preparation of periodic Risk Reports VAR, Sensitivity, Duration, MTM etc.
- Monitoring treasury activities to reduce Market & Liquidity Risk.
- Any other task assigned by the management.
Eligibility/Ineligibility Criteria:
- Maximum age limit for VP/V-P: 50 years, AVP-I/AVP 45 years, OG-II 35 years as of closing date to apply.
- Market competitive remuneration will be offered.
- ZTBL is an equal opportunity employer, females and PWDs are encouraged to apply.
- Only short-listed candidates will be called for interview. No TA/DA will be admissible.
HOW TO APPLY:
- Interested candidates may apply online through website: www.ztbl.com.pk
- Applications must be submitted through the online application system on or before the closing date.
- Please mention the position title and job code in the subject line of the email.
- Incomplete applications will not be entertained.
- Only shortlisted candidates will be contacted.
- The Green Banking initiative is part of ZTBL’s commitment to sustainable management.
For any related query, please contact Head (Recruitment & Selection), ZTBL, Head Office, Islamabad @ 051-9252724.
