AD - Market Risk - Commodity/Currency Business

CA / MBA with more than 10 years of experience in Risk management related to Commodity / Currency. Money Market, Foreign Exchange.

- Develop financial risk management framework/ strategy.

- Develop and run high-quality risk models for quantification and assessment of risk

- Identify material changes in risk profile and emerging risks

- Risk management - Interest rate risk, Currency risk and commodity risk.

- Exposure to risk related to Treasury products

- Assess the frequency and severity of risk events through stress testing, sensitivity analysis

- Execution of hedging strategies and monitoring its effectiveness on continuous basis

- Understanding of derivative instruments for creation of hedging strategies

- Develop and document the risk methodology and policies/procedures

- Reviews and assesses risk management policy

- Drafts and presents risk reports and proposals

- Ensure compliance of FEMA

- Ensuring on-time compliance of various regulatory requirement with respect to risk management