Market & Liquidity Risk Analyst

Location: Bangalore

Experience: 3 - 5 Years

Position Title: Market and Liquidity Risk Analyst

Requirements:

Market risk management tasks will involve performing PnL and risk data generation and reporting, analysing and monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM).

Roles and Responsibilities

Market Risk

- Prepare and oversee daily, monthly and periodic risk reports and perform PnL, VaR and risk exposures analysis for the bank's trading and treasury portfolio

- Monitor individual dealer's position and PL and market risk greeks such as delta, PV01, gamma, vega, theta

- Perform and oversee market risk stress testing and daily VaR back-testing and analysis

Liquidity Risk:

- Prepare data and presentation materials for Asset Liability Management Committee meetings for overseas clients including coordination with stakeholders for committee meetings.

- Regular monitoring including but not limited to liquidity risk indicators, balance sheet, Net Interest Income and stress testing

Requirements:

- At least 5 years experience in Banking/Treasury/Risk management is required Excellent oral and written communication in English

- Good knowledge of Excel VBA, Tableau or Alteryx will be advantageous

- Bachelor's degree in Finance, Accounting, Economics, Mathematics, Statistics or related field is preferred

- Preferred MBA/CA