CRISIL - Manager - Traded & Treasury Risk

1. Strong understanding of market risk, counterparty credit risk (IMM and SA-CCR), Credit valuation adjustment, Interest Rate Risk in the Banking Book, Treasury/Asset-Liability Management and liquidity risk

2. Strong assurance experience covering control design assessment, effectiveness testing and quality assurance for regulatory risk reporting

3. Strong understanding of the end to end workflow for risk covering data acquisition (critical data elements), model taxonomy, metrics required for regulatory reporting and assurance practices for reported metrics

4. Strong understanding of regulatory reporting standards covering RWA, Qualifying capital, Leverage Ratio, Liquidity Coverage Ratio (LCR), Net stable funding ratio (NSFR), PRA 110, FINREP/COREP, GSIB indicators and quarterly reporting, Large exposures, IRRBB reporting, EBA resolution planning and NTMR

5. Strong regulatory knowledge covering BCBS 239, Basel, CRR, EBA RTS, EGIM/TRIM, IRRBB guidelines, BIPRU and CP 16/22