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06/10 Snigdha Singh
Client Manager at ABC Consultants

Views:1022 Applications:209 Rec. Actions:Recruiter Actions:60

Market Risk Analyst - Bank (3-12 yrs)

Mumbai Job Code: 1164492

Market Risk Analyst


- Professional experience in Asset Liability Management in Banks who are well-versed with Basel III requirements with good understanding of conceptual aspects of financial instruments and banking products and interplay of financial markets.


- Candidate shall also possess comprehensive understanding to Treasury products (including derivatives), valuation methodology, Sensitivities and VaR etc.

Responsible for Assets and Liabilities Management functions :

- Would be responsible for system implementation, review, enhancement and reinforcement for ALM activity

- Computation, generation and monitoring against Internal limits and Regulatory limits with respect to following and reporting daily/periodically:

- Liquidity Risk Management as per Basel III requirements - Framework and System implementation

- Funds Transfer Pricing

- Structural Liquidity Report

- Interest Rate Sensitivity report (IRST & IRSD), Modified Duration of Equity

- Liquidity Ratios and Other liquidity and interest rate risk analysis

- Intraday Liquidity Management

- Conduct Analysis on Assets and Liabilities for ALCO Pack

- Carrying out Behavioral Analysis for all the relevant products

- Analysis of Liquidity gaps, Product Mix, Maturity profile of Assets and Liabilities, Interest rate outlook, Comparison with peer groups and others

- Analyzing Bank's inflows and outflows of funds and suggesting proactive measures for effective management of liquidity and interest rate risk

- Conduct Stress Testing

- Responsible for preparation of Board notes on Liquidity Management and its timely submission

- Overall responsible for Internal and Regulatory reporting ; daily and periodical

- Responsible compliance with audit requirements

- Also responsible for producing cash flow and various other ad-hoc regulatory reporting

- Liaise with members of Finance, Treasury and other Business Units to establish reporting requirements

Educational / Professional Qualification :

- MBA (Fin.)/CA/CFA, preferably with Mathematics or Statistics as one of the major subject at graduation / post-graduation level;

- Risk Management qualification like FRM / PRM and Experience in treasury front office trading desk will have added advantage

Technical Knowledge :

- Good understanding of Banking Products and Processes

- Knowledge of the Assets and Liabilities Management Guidelines and Practices.

- Strong analytical and problem solving skills.

- Ability to think out of box

- Proficient with MS Excel and Excel Macro

- Understanding the ever changing market dynamics and its impact on various products and subsequent/proactive strategy of portfolio management.

- Possess excellent interpersonal and communication skills with an ability to interact at various hierarchical levels, with specific orientation to stakeholder interests.

- Well organized and ability to perform under stringent time line pressures without compromising on the end result quality

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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