This is Head- Market Risk role for an NBFC reporting to CRO. The roles and responsibilities are : - Managing ALM &amp; Market risk desk, ALM policies covering liquidity risk, Interest rate risk, FX risk, - ALCO and RMC board presentations, senior management and regulatory market risk reports, new product and system implementation and upgrades, external and internal audits. - Assessment of risk measures like PV01, VaR, Duration, Convexity, etc. Monitoring of adherence against ALM &amp; market risk limits Assessment o Marginal Cost of Funds. - Assessment of behaviors models for cash flows modelling Implementation of the Basel framework (incl. capital charge) for Market Risk, Liquidity and Interest rate risk in the book. - Provide timely insights to the top management, prepare Board notes and other returns for Regulatory submissions Identification of risk factors and its assessment on timely basis. - Conducting stress tests market risk, liquidity and interest rate risk in banking book and reviewing stress testing framework periodically to incorporate changes in underlying risks, market dynamics, etc. - Conducting ALCO meetings, providing ALCO Support and implementing directives from governing committees (ALCO/ IC/ RMC) Must have good knowledge of FX &amp; derivative, assessment of risk and impact on the portfolio, etc. Managing the ALM and Market Risk team

Mumbai

Head - Market Risk - NBFC 

Head - Market Risk - NBFC  ,Job Description for Head - Market Risk - NBFC  in ABC Consultants in  Mumbai for (8-15) years of experience. Apply Now!

Job Description for Head - Market Risk - NBFC  in ABC Consultants in  Mumbai for (8-15) years of experience. Apply Now!