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Skill Inventory Matrix

Enabler for Internal Mobility Program

Records
ID Sector Division Department Unit Technical Skills
976 Risk Management Market & ALM Risk Knowledge of Interest Rate Risk in the Banking Book (IRRBB) and broader market risk management principles in line with regulatory expectations.
977 Risk Management Market & ALM Risk Knowledge of liquidity and market risk frameworks.
980 Risk Management Market & ALM Risk Ability to conduct stress testing and scenario analysis for evaluating asset-liability management (ALM) and market risk exposures.
982 Risk Management Market & ALM Risk Market Risk Knowledge of market risk management frameworks, policies, and regulatory expectations.
983 Risk Management Market & ALM Risk Market Risk Knowledge of liquidity risk management principles and integration with the broader market risk framework.
984 Risk Management Market & ALM Risk Market Risk Knowledge of regulatory market risk reporting standards (e.g., SAMA, Basel III)
985 Risk Management Market & ALM Risk Market Risk Ability to use Excel and risk systems for portfolio risk analytics, market risk exposure tracking, and scenario simulations.
986 Risk Management Market & ALM Risk Market Risk Ability to monitor and escalate breaches in market risk limits and ensure adherence to approved market risk appetite parameters.
987 Risk Management Market & ALM Risk Market Risk Ability to implement and enhance risk monitoring processes, control systems, and documentation aligned with internal policies and regulatory requirements.
991 Risk Management Market & ALM Risk ALM Risk Knowledge of hedging strategies and market risk mitigation techniques, with ability to assess risk impact prior to ALCO execution.
1002 Risk Management Enterprise Risk Management Enterprise Risk Strategy, Framework and Culture Ability to perform risk modeling and conduct stress testing across liquidity, credit, and market risk domains.
1006 Risk Management Enterprise Risk Management Risk Modeling And Analytics Ability to design and execute advanced risk models and stress testing scenarios across liquidity, credit, and market risk domains.