Financial Risk Analyst

Ensuring comprehensive analysis of risk-related data from across all bank’s operation recommendations with regard to risk mitigation and/or transfer. Ensure good governance and ongoing management of risk, and proactive development to tools in support of risk management.

Having a bachelor degree in Business Administration or Economic or related to the field, with five years of experience or a Master Degree with three years of relevant experience in the same position.

The experience should be related to the field and similar to the position or in banking or MFLs in the field of financial risk or finance.

Preference will be given to candidates with experience in financial risk management. Risk management/FIA or CAT certificates.

Good knowledge (or willingness to learn) of the financial analysis’s principles and indexes.

Good knowledge (or willingness to learn) of the DAB and Basle Committee rules and regulations pertaining to prudential risk management.

Independent mindset, able to draw conclusions and communicate his/her concerns in a clear and concise manner.

Quick learner who can rapidly master all aspects of the job with limited supervision and training.

Liquidity Risk Management

Perform monthly liquidity maturity gap analyses to evaluate funding structures and submit comprehensive findings.

Identify, document, and immediately escalate any regulatory or internal policy violations regarding liquidity thresholds and capital adequacy ratios.

Foreign Exchange (FX) Risk Assessment

Conduct daily monitoring of the bank’s Foreign Exchange (FX) positions, net open positions (NOP), and currency exposure limits against approved regulatory and internal thresholds.

Perform quantitative analysis on currency fluctuations, market trends, and macroeconomic indicators to evaluate the impact of FX volatility on the bank's balance sheet and profitability.

Identify, document, and immediately escalate any breaches of internal or Da Afghanistan Bank (DAB) prescribed FX risk limits.

Prepare comprehensive monthly and quarterly FX risk dashboards, highlighting trends, concentrations, and risk mitigation strategies.

Counterparties and Correspondent bank Risk Assessment

Conduct comprehensive risk assessments of counterparties and correspondent banks, focusing on financial, operational, regulatory, and financial crime risks associated with partner institutions and cross-border correspondent banks.

Analyze financial statements, credit ratings, and capital adequacy metrics to establish safe transactional and settlement exposure limits.

Continuously monitor counterparts against international sanction lists (OFAC, EU, UN) and negative news tracking tools in coordination with the Compliance Department.

Create comprehensive summaries and risk profiles for counterparties/Correspondents’ banks.

Market Risk Assessment

Independently identify, quantify, and assess all relevant market risk factors.

Compute and analyze standard financial indexes and prudential ratios prescribed by DAB regulations, covering asset classification, capital adequacy, liquidity, and market risk.

Independently monitor daily and weekly compliance across all business lines against documented market risk limits and triggers.

Evaluate the ongoing applicability and relevance of existing market risk limits

Maintain a meticulous corporate repository of all limit breaches, tracking the exact corrective actions taken and documenting final resolution dates.

Provide rigorous independent oversight of all significant market risks across the bank, actively supporting the ALCO and Treasury Department with technical risk measurement, predictive analysis, and routine performance reporting.

Stress Testing

Conduct regular stress testing exercises in close coordination with the Department Heads and Financial Control.

Escalate any regulatory violations concerning liquidity thresholds and capital adequacy ratios to his/her line manager.

Perform monthly liquidity maturity gap analyses to evaluate the bank's short- and long-term funding structures.

Execute defined stress testing scenarios at agreed frequencies, analyzing results to measure portfolio vulnerability.

Drive the development and optimization of credit rating mechanisms to enhance asset quality across all bank products and client segments.

Ensure maintenance of high departmental standards and providing support, education and training to staff.

Planning and Organizing

Compile and prepare monthly and quarterly risk dashboard reports on regular basis.

Proactively communicate critical risk insights and operational concerns emerging from data analysis.

Independently identify and assess all relevant market risk factors across individual risk-taking business units.

Ensure all market risk limits and triggers are continuously monitored and tracked against established risk appetites.

Data Gathering

Ensure comprehensive, accurate, and timely data collection across all bank units, including Head Office departments and branches, within assigned risk domains.

Design, test, and sign off on informative risk reports generated from the FlexCube core banking system at predefined frequencies.

Develop and implement ad-hoc or scheduled reporting templates extracting data from other supplementary IT applications and banking databases.

Facilitate robust corporate governance by monitoring the bank's total risk exposure and managing risk mitigation strategies across operations.

Data Analysis and Reporting

Perform qualitative and quantitative portfolio-level data analysis (segmented by branch, region, product, and borrower socio-demographic profile) to generate actionable recommendations.

Provide analytical inputs to determine the root causes of PAR across branches, regions, products, and borrower classes.

Collect, track, and maintain the internal database regarding operational risk incidents and associated financial losses.

Maintain and refine the risk reporting framework to ensure presentations are tailored appropriately for diverse stakeholders and audiences.

Expand the risk reporting framework dynamically to incorporate risk assessments for any new banking products, channels, or activities.

If you meet the above requirements, we are encouraging you to apply for this position. Please send us your CV along with a cover letter via email at ([email protected]). Please make sure that your email includes the vacancy ID as the subject line.