Head of Market & Liquidity Risk Analytics

About the role

Sindh Bank Limited is seeking an experienced professional to lead Market & Liquidity Risk Analytics within its Risk Management Division. The role oversees identification, measurement, monitoring and reporting of market and liquidity risks across the bank.

Key responsibilities

• Develop, implement and maintain market risk strategies, policies and frameworks in coordination with stakeholders.
• Act as focal point for market risk management across all functional units.
• Support deployment and improvement of risk management applications aligned with Basel II, Basel III and automation projects.
• Supervise rate source documentation, mark‑to‑market valuation and reconciliation of trading activities.
• Monitor position movements, limit expiries and exposure compliance against approved risk limits.
• Maintain databases for market risk analysis and generate MIS reports.
• Calculate minimum capital requirements per Basel II/III standards in collaboration with Finance and Credit Risk.
• Lead stress‑testing exercises, develop regulatory scenarios and submit periodic reports.
• Review new product proposals for liquidity and market risk implications.
• Represent market risk management in key meetings and ensure regulatory compliance.

Required profile

• Minimum 3 years banking experience in a Risk Management division.
• Graduate degree, preferably MBA or M.Com from an HEC‑recognized institution.
• Age up to 50 years.

Required skills

• Strong knowledge of Basel II and Basel III market risk frameworks.
• Experience with stress testing, scenario analysis and capital requirement calculations.
• Ability to develop and maintain risk measurement models and databases.
• Proficiency in preparing analytical reports for senior management and regulatory bodies.