Chief Manager - Market Risk Management - BFS

Chief Manager Market Risk Management

Job Description :

Lead a Market Risk Team on the delivery of insight, oversight and appetite regarding risks within the bank. Manage and report Market Risk for FX, Rep and Treasury products. Plan coordinate and direct business activities that directly determine the Assets, Liabilities and Equity of the Bank.

Keywords : Rcsa,Root Cause Analysis,Market risk

Locations : Thrissur

Education Details

UG Qualification : Any UG

PG Qualification : CA (Any Specialization, CA), ICWA (CMA) (Any Specialization, ICWA (CMA)), M.Tech (Any Specialization, Computers), MBA/PGDM (Any Specialization, Finance)

Job Description :

Activities undertaken include, but not limited to :

- Management and monitoring of counterparty and market risk limits in trading and aggregation systems

- Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators

- Management of market data and generation of risk model parameters such as VaR, PFE, EEPE

- Review, validation and improvement of risk calculation and management models

- Collation of Risk related MI and preparation of Stress Testing and Back testing governance committee packs

Qualifications/ Competencies :

- A degree / qualification in finance, accountancy, business management or previous experience in risk management (Market Risk) or quantitative courses

- Good understanding of financial products, risk management principles, market risk measures (i.e. VaR) and systems