Analyst - Market Risk - Commercial Bank

We are looking for Market Risk Analyst for one of the leading Industrial and commercial Bank for Mumbai(BKC)location. Details are given below:

1) Position : Market Risk

a) Qualifications : CA/MBA/FRM

b) Experience : Minimum Experience of 3-5 Years in Market Risk

c) Responsibilities :

- Market Risk Monitoring: Preparation of various market risk portfolio reports for monitoring market risk at portfolio level. Movement of securities and preparation of reconciliations among various CCIL systems.

- RBI Submissions: Preparation and submission of various RBI returns within the timelines efficiently and accurately viz. LCR, NSFR, LR, BLR, Capital Adequacy, PV01, VAR etc.

- Operational Risk Monitoring: Monitor key operational risk indicators and conduct risk control self-assessment and operational risk reporting.

- Global Product Control: Preparation of daily product control report to be sent to HO and related activities.

- Treasury Deal Approval: Verify, check and approve daily Treasury deals through the system.

- Valuations: Prepare periodic valuations for portfolio and derivative internal and external reporting.

- Management Information System (MIS): Preparation of risk analytical reports for market and operational risk monitoring and control. Reports as per RBI and HO regulations for risk reporting. Conduct stress testing. Perform behavioural analysis. Prepare agenda for ALCO/RMC committees.

- Mid Office : Preparation of periodic valuations and reporting.

- Statutory Audit: Provide information during audit/inspections and compliance to findings.

- RBI Inspections: Preparation of RBS data points for inspection and data/information required during the inspection.

- Risk Limit Monitoring: Preparation of reports for monitoring various risk limits.