Manager - Credit & Market Risk

Job Description:

- Consolidating and Reporting of Credit and Counterparty exposures for specific Business units, with focus on overdues and breaches

- Daily Market risk reporting and analysis (Position reports, Value at Risk reports, Sensitivities, Pnl reporting)

- Consolidation of market risk positions across the business/ globe for reporting

- Periodic validation of market data of agri. commodities traded to compute Value at Risk

- In depth understanding of agri. commodities, risk concepts and the internal systems to seamlessly analyses the positions

- Periodic consolidation and review of currency exposures run across the globe

- Escalate the limit breaches to Senior Risk Managers for immediate action

- Independently manage the reporting changes and templates requested by Senior Risk Managers and quickly deliver on them

- Perform various analysis like Sharpe ratios, Book Value tracking and weekly Value at risk (Var) for the portfolio

- Collaborate with IT to systemize the manual reporting and to resolve day to day issues

- Identify process improvements and automate/simplify the processes to improve productivity

- Act as a backup for other team members during their absence to ensure service delivery

- Sound knowledge of international commodity Trade/ documentation flow/Contract management.

- Have experience of handling the shipment document negotiation with bank, understand LC /Inco terms

- Support contract desk for Reconciliation of Physical contract signing with Trading /contacting system

- Process improvement of Deal Ticket entry activity

- Futures Deal Ticket Reconciliation

- Preparation of Freight Exposure Report

Profile Description:

- CA/CWA/MBA with core experience in monitor and manage market, credit, and counterparty risks.

- Prior experience of around 5 years in the market & credit risk domain in banks/banking

captives/commodity companies

- Should be proficient in excel.

- Good conceptual understanding of the market & credit risk domain

- Good team player and maintains good rapport with stakeholders

- Ability to adapt to work in a dynamic environment