Manager - Market Risk - BFSI

1. Certification of VaR/SVaR/STT/ES/FRTB reports

2. Provide commentaries for Market risk metrics swing using different sensitivities like rate, credit, CIM, Basis and verification of market data.

3. Interact with internal clients like FO, onshore team, reconciliation, oper trade support, RISQ, VAL and Commando team.

4. In the process of chaining (Market Data, MIS reporting)

5. Understanding the risks associated with different products

6. Control aspects: market risk, credit risk.

7. The analyst is responsible for the production of several sensitive metrics and various reports to inform management and FO on different risk exposures