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Role: VP - Market Risk Location: Mumbai Role Purpose: Lead the market risk function for the NBFC/group, covering the fixed-income investment/trading book, interest-rate risk and related market exposures. Job Responsibilities: - Own market risk on the treasury and investment book: G-Secs, SDLs, corporate bonds and CPs. - Set and monitor limits on duration, PV01, VaR and concentration, and escalate breaches the same day. - Run stress tests and scenario analysis for rate and spread moves; present results to the Risk Committee. - Provide market risk inputs to ALCO/Risk Committee and work closely with Treasury, Investments, Finance and Credit. - Review valuation and mark-to-market practices in line with RBI investment norms. - Keep the market risk policy current and ready for audit and RBI inspection. - Lead and develop a small team. Experience & Qualification: - 8 - 12 years in market risk at a bank, PD or treasury-heavy NBFC. - CA/MBA/FRM preferred

Mumbai

AK Group - Vice President - Market Risk 

Job Description for AK Group - Vice President - Market Risk  in A K Capital Services in  Mumbai for (8-12) years of experience. Apply Now!

AK Group - Vice President - Market Risk  | iimjobs.com