• 2.6.1 Market risk management


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    Description of role

    Responsible for identifying, measuring, monitoring and reporting market risk across the firm.     

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    Core skills

    • Knowledge of markets, instruments and risks of foreign exchange ,equity and commodity
    • Ability to develop market risk identification and measurement framework
    • Knowledge of market risk metrics such as stress testing, VaR, etc.
    • Ability to perform quantitative valuation and market risk research
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    Qualification and/ or certification

    • QFSQF Level 4
    • QFMA CISI (mandatory)
      • International Introduction to Securities and Investment
      • QFMA Rules and Regulation
      • International Introduction Award
      • Certificate in Risk in Financial Services
      • Investment Operations Certificate
    • Professional certification desirable (e.g. Certified Risk Manager)
    • Relevant experience

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    Industry knowledge

    • Knowledge of Islamic financial markets and trends

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    Regulatory compliance of role

    • Knowledge of QFMA laws and regulations