Alm, Market and Liquidity Risk Consultant

3 months ago


مصر, Egypt Prometeia Full time

Our mission is to combine academic excellence with industry experience, integrating macro-economic research, quantitative analysis, business consulting and software development. This distinctive mix of competences has made Prometeia a leading company in Risk, Asset and Wealth Management solutions across Europe, Africa and Middle East.

As a leading provider of Risk Management solutions in the EMEA market, Prometeia is looking to strengthen its **International Delivery Team** **for Egypt & North Africa**, by hiring Financial Risk Consultants with proven experience in the fields of **ALM, Market and Liquidity Risk Management**.

**PROMETEIA OVERVIEW**:
Prometeia creates value by integrating analytical models, customer data, market feeds and economic scenarios to support decision-making processes and regulatory compliance.

The Enterprise Risk Management (ERM) is the largest of Prometeia business areas and is the cornerstone of Prometeia’s reputation in the international market. The thematic areas covered by the ERM Area include:

- Credit Risk;
- ALM, Market and Liquidity Risk;
- Climate Risk & ESG Programs;
- Risk & Performance Integration;
- Governance, Risk & Compliance;
- Credit Intelligence Optimization & Strategy;
- Pricing & Financial Engineering;
**PROMETEIA EGYPTIAN BRANCH**:
The Cairo Office is being established with the aim of serving as central ‘hub’ for the delivery of Risk Management projects in Egypt and North Africa.

Founded in 2018, the **Egyptian Risk Team** has the mission of consolidating the leadership of Prometeia in one of the key geographies in which our group has operated over the past decade.

In the particular field of ALM, Market and Liquidity Risk, Prometeia already collaborates with primary banks in Egypt and GCC countries through a local team of 15+ resources.

**RESPONSIBILITIES**:
His / her main responsibility will include:

- Implementation of ALM and Liquidity Risk solutions, including input data interfaces, parameterization and reporting layers;
- Integration of ALM and Liquidity Risk solutions with the Bank’s internal processes: ALCO, Regulatory Reporting, ICAAP and Stress Testing, internal decision-making cycles;
- Test and renationalization of systems results, from a business and economic perspective;
- Training and education to the Bank’s functional experts;
- Methodological advisory for the evolution of quantitative metrics to be included in the Risk assessment processes.
- Support in the definition of hedging and funding strategies, optimization of the Bank’s balance sheet structure, in line with managerial and regulatory constrains (e.g. LCR/NSFR, etc.)

**TECHNICAL COMPETENCES REQUIRED**:

- Asset & Liability Management;
- Funding & Liquidity Risk Management;
- Interest Rate Risk Analysis;
- Fund Transfer Pricing & Margin Attribution;
- Treasury Risk analysis and simulations;
- ICAAP and ILAAP;
- Implementation of analytics for Treasury and Risk departments;
**PROJECT SKILLS REQUIRED**:

- Effective communicator in a multi-national and multi-discipline environment;
- Demonstrable experience of delivering ALM, Market and Liquidity Risk Management projects;
- Knowledge of Banking portfolios, accounting principles, prudential regulatory framework (CBE, BCBS, International Accounting Principles, etc.);
- Self-motivated, effective under pressure and willing to take initiative;
- Strong analytical skills with acute attention to detail;
- Assertive and excellent communication, presentation and inter-personal skills;
- Time management skills to meet required deadlines;
- Experience of using mathematical/statistical computing software or other data mining skills;
- Excellent Microsoft Office skills e.g. Excel, Word, PowerPoint and Access;
**OTHER SKILLS REQUIRED**:

- Fluency in English and Arabic languages is mandatory (at least C1);
- Proficiency in Italian or French is considered a strong plus;
- Strong attention to details and technicalities;
- Excellent organizational and technical skills;
- Teamwork attitude, flexibility and proactivity;
- Problem solving skills and good interpersonal skills.

**WHAT WE OFFER**:
**REMOTE WORKING**:
Flexibility is an intrinsic value of the way we work. At Prometeia, smart working is an organizational method based on trust, which results in benefits in terms of work/life balance, impact on the environment and optimization of company results, through autonomy and empowerment of people.

**PEOPLE PROGRAM**:
Our evaluation system is based on the full enhancement of people and their continuous dialogue as a stimulus for regular, mutual professional and personal growth. Transparent discussions between managers and team members are set up within the projects, where reciprocal and timely feedback is exchanged. The process is fully digitalized and aimed at continuously improving the development trajectory of the individual and the company.

**TRAINING**:
Prometeia means ongoing training. We provide an average of 11 days of training


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