Assistant Vice President, Market & Liquidity Risk

Support the management of core prudential risks - counter party leverage liquidity interest rate currency and other market exposures - across the branch s portfolio Advise senior management on current and emerging risk exposures contributing to capital and liquidity strategy in light of the prevailing macroeconomic environment Drive the branch s transition toward more advanced methodologies for measuring and capitalising operational risk Liaise with Compliance on regulatory developments and assess their impact on the branch s risk profile Deliver timely accurate risk reporting to management committees auditors and regulators as required Review and refine portfolio risk procedures in line with Basel standards SAMA regulations and evolving market conditions Monitor exposure limits across counter parties related-party transactions credit concentration and liquidity positions using appropriate risk systems and MIS tools Support remediation of findings raised through internal external audits or regulatory examinations Take ownership of operational risk oversight for the branch covering fraud business disruption process failures and client product-related risk events

Bachelor's degree in Finance, Economics, Mathematics, or a related quantitative discipline;
Master's degree preferred.

Professional certification such as CFA, FRM, or CPA advantageous.
10+ years' experience in international banking, with a strong focus on liquidity risk, ALM, and stress testing methodologies.

Solid grounding in market risk, VAR, and interest rate risk modelling.

Strong understanding of operational risk frameworks across banking products and processes.

Excellent stakeholder management and communication skills, with the ability to work independently across multiple priorities.

Sound knowledge of relevant regulatory frameworks, IFRS, and industry best practices.

Detail-oriented, self-motivated, and comfortable operating in a fast-paced, deadline-driven environment.