Client is a well known Pvt sector Bank and is rated among its peers. Role Specs : - Responsible for Market Risk Management functions and leading team performing - Responsible for keeping Market Risk policy updated - Responsible for configuration and leading team for valuation &amp; review of Treasury portfolios - Forex, Fixed Income, Derivatives, Equity and others products - Responsible for monitoring and analyzing sensitivities - Responsible for keeping close watch on financial markets and carrying out impact analysis on Bank portfolios - Review and enhancement of VaR (Historical simulation &amp; MC VaR), Stress VaR, Stress testing frameworks. - Performing proactive scenario and simulation analysis for treasury trading portfolio on plausible economic events and scenarios. - Defining stress scenarios and stress testing methodologies - Conducting Back testing and Performing root cause analysis for Back testing exceptions - Guiding team to compute Capital Charge and Risk Weighted Assets for Market Risk with respect to different product classes and Computation of Market related off market Credit Exposure as per standardized approach and advanced approach. - Understanding and implementing advanced analysis like CVA, PFE, FRTB etc - Overall responsible for market data / derived market data and positions for valuation and risk analysis - Responsible for computation of P&amp;L and contribution analysis for all trading portfolios - In depth understanding of advanced products like, Barrier options, Digitals, caps &amp; floors, CDS, CLN etc including its valuation and shall lead implementation of such products - Shall possess deeper understating of latest regulatory developments in market risk domain including FRTB and IND-AS and shall lead system implementation for the same - Hands on experience in Market Risk System and Treasury system implementation is preferred - Responsible for RBS data review and submission related to market risk. - Handling Audit queries and providing active assistance in audit - Responsible for timely submission Regulatory and internal daily and periodical analysis and Board memorandums - Take ownership of Banks existing system implementations and enhancements in co-ordination with co-ordinate with Treasury Front Office, Treasury Back Office, IT, Solution Delivery Teams and external venders. Candidate Specs: - Strong experience in Market Risk Management leadership role in Banks. - Responsible for configuration and leading team for valuation &amp; review of Treasury portfolios - Forex, Fixed Income, Derivatives, Equity and others products - Must possess comprehensive understanding of Market Risk Management, Treasury products, valuation methodology, Sensitivities, VaR, CVA/DVA etc. - Well versed with working knowledge of Basel and IMA /FRTB requirements. - Familiarity with Calypso and SAS will have additional advantage

Mumbai

Deputy Vice President/Vice President - Market Risk - Bank 

Deputy Vice President/Vice President - Market Risk - Bank  ,Job Description for Deputy Vice President/Vice President - Market Risk - Bank  in Career Inflections in  Mumbai for (6-15) years of experience. Apply Now!

Job Description for Deputy Vice President/Vice President - Market Risk - Bank  in Career Inflections in  Mumbai for (6-15) years of experience. Apply Now!