Manager - Market Risk - Treasury Products

Seniors are typically project team members who will be involved in working for any one of the following areas:

- Treasury middle office or front office or Market Risk (preferably in a bank) - The candidate must have sound understanding of Treasury products (Forex, Derivative, Fixed income and Money Market) with respect to valuation and pricing,

- Understanding on Greeks, risk calculation, VaR, Expected shortfall, Back testing of VaR would be preferable,

- Experience in policies, procedures and regulatory reporting requirements in Treasury and Market Risk areas will be added advantage

- Seniors may play the role of team leader on some engagements with 1-3 team members reporting to them for the project. In such cases seniors shall have responsibility of reviewing the work done (Deliverables) by the team members

- Interact with the client representatives for the ongoing requirements of the project

- Consistently deliver quality client services and take charge of the project area assigned to him/her

- Monitor progress as per the goals on personal and professional areas, manage risk and verify key stakeholders are kept informed about progress and expected outcomes

- Demonstrate in-depth technical capabilities and professional knowledge. Demonstrate ability to assimilate to new knowledge

- Possess good business acumen. Remain current on new developments in advisory services capabilities and industry knowledge

- The job would require travel to client locations anywhere within India and abroad

THE INDIVIDUAL:

- Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to Valuation and Pricing is a must,

- Experience of model validation/ Model development for treasury products and sound understanding of financial modeling and econometrics with respect to valuation and pricing,

- A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will be preferable,

- Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard, Calypso, Numerix etc.)

- Should have prior experience in risk related areas, viz., market and treasury risks

- Any experience of working on regulatory reforms like FRTB, IBOR, SA-CCR, SIMM would be added advantage

- Programming skills in VBA, Python, SQL will be good addition to the profile

- Should have strong communication skills with client facing experience

- Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of advanced data analytical tools will be an advantage

- Have the ability to work under pressure - stringent deadlines and tough client conditions which may demand extended working hours. Ability to work well in teams