Senior Specialist, Credit Risk

The Senior Officer, Market Risk is responsible for monitoring, assessing, and reporting market risks related to AMF’s investment portfolios, treasury activities, and financial exposures. The role ensures effective risk measurement, compliance with limits, and timely reporting to support informed decision-making. It contributes to the enhancement of AMF’s risk framework by analyzing market trends, evaluating portfolio sensitivities, and implementing best-practice risk controls.

Roles and Responsibilities

Key Accountabilities

• Monitor market risk exposures across portfolios, including interest rate, FX, equity, and price risks.
• Perform daily and periodic risk assessments and ensure positions comply with market risk limits and guidelines.
• Conduct sensitivity analysis, stress testing, VaR, scenario analysis, and performance attribution.
• Prepare timely market risk reports, dashboards, and analysis for management and commit...