Eyram Akorli, Frm Email & Phone Number

Key Responsibilities• Report regularly on Banks ALM and Market risk to Board Risk Management Committee and ALCO. (Secretariat to ALCO)• Identify, measure and report market and liquidity risk exposures of the Bank to Senior Management.• Develop Market risk models and implement Market risk framework and policy for the Bank.• Preparation of Market Risk Appetite statement (trading & non-trading market risk)• Perform Stress Test, Gap analysis and impact of foreign exchange and interest rate movements on Banks’ Balance sheet.• Maintain an appropriate Funds Transfer Pricing.• Ensure appropriate valuation of the Banks financial instruments.• Prepare Market Insights on macroeconomic developments to Management Team Skills: Liquidity Risk Management · ICAAP & ILAAP Stress testing & Reporting · Value at Risk & VaR mapping of fixed income and derivative portfolio. Back-testing VaR models. Derivatives · Duration Gap analyses· IRRBB(Earnings @Risk and EVE). Asset and Liability Management (ALM) · Interest & Exchange Rate Risk Management . Fixed-Income Investing · Mark to Market · Basel ll/lll/IV, FRTB. Python & R

Greater Accra, Ghana

MARKET RISK MANAGEMENT• Foreign Currency Management and Stress testing on Open Position • Liquidity Gap Analyses • Daily Cash Reserve Monitoring and Analyses • Bank Balance Sheet Ratio Analyses and Monitoring • Value at Risk and Back-testing Var Positions on Net Open Position • Marking to Market of Fixed Income Securities . Preparing ALCO reports on market risk for ALCO committee.OPERATIOAL RISK MANAGEMENT. Designed Key Control Self-Assessment (KCSA) for all branches and units • Assisted in the Implementation of Business Continuity Management Policy (BCMP) of the bank • Championed Disaster Recovery (DR) Planning and testing . • Aggregating risk events into the Basel 2 categories.• Preparing Opsrisk risk register• Designed Key Risk Indicators (KRI) for all branches• Key participant in PCI DSS, ISO 27001:2013 ISMS, ISO 223001:2019 BCMS Certifications• Operational risk stress testing• Monthly, Quarterly and board reporting

Master Of Science, Financial Risk Management

Financial Risk Modelling, Statistical Inference, Financial Engineering, Corporate Governance & Risk Management etc

Bachelor'S Degree, Economics

Statistics for Economics, Mathematics for Economics, Econometrics, Calculus, Macro & Micro Economics, Industrial Economics etc