Head/VP/Director/Senior Director - Market Risk - Bank - CA/IIM/FMS/XLRI

Job Description :

Principal Responsibilities :

- Responsible for monitoring, analysing and reporting on Market risk, including related regulatory and economic capital, and performance of the trading activities.

- In addition, you will play an important role in coordinating and implementing all market risk-related new internal initiatives as well as upcoming regulatory changes

We are looking for a senior professional to strengthen the MR team. You will take responsibility for daily monitoring, measuring, managing and advising on the market risk for the Bank. You will work with concepts such as Value at Risk, Incremental Risk Charge, Event Risk, Sensitivity-based analysis and Market Risk Capital.

Besides these tasks you will also interact on senior level with various stakeholders, coach people within the team, coordinate activities involving people within the team, and significantly contribute / represent Market Risk in projects to improve methodologies, processes and the implementation of new regulation related to market risk.

Some of the significant activities :

- Development, updating and implementation of Market Risk Polices & Manuals.

- Ensure compliance to and timely submission of Regulatory and statutory requirements.

- Handle Market Risk related ICAAP and Stress testing aspects.

- Highlight Key Market Risk Issues to the management.

- Prepare and present Market Risk related reports/dash boards to Risk Committees and Executive Management Team.

- Utilising mathematical and statistical knowledge to assist with the building of risk models in support of Market Risk Management.

- Automation of Market risk framework.

Required Skills and experience :

- Professionally qualified Masters- Finance/CA/MBA from premier institute.

- Strong experience of Market Risk Management within Banking domain.

- Good skills to analyse and interpret data.

- Have good inter-personal and communication skills (both verbal and written)

- Team Management and Leadership Skills.