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18/01 Mamta Dutta
Team Lead at V-Konnect Associates

Views:2390 Applications:78 Rec. Actions:Recruiter Actions:19

Market Risk Professional - BFSI (4-8 yrs)

Mumbai Job Code: 532483

- Assist in measuring, controlling and managing market risk/ liquidity risk/ ALM on a bank-wide basis within the limits set by the RBI / Board / MRMC.

- Assist in implementation of Market Risk Management Policy, Asset Liability Management Policy, and Limit Management Framework.

- Prepare periodic RBI reports for compliance of Market Risk, Liquidity and ALM Limits

- Assist in evaluation and analysis of market risk/ liquidity risk/ALM exposures by employing statistical and other approaches. Portfolio monitoring / tracking & escalation of adverse new events.

- Assist in production and distribution of market risk/liquidity/ALM reports including investigation and analysis of exceptions.

- Perform market risk capital charge computation, periodic valuation and provisioning of the entire portfolio.

- Conduct stress test on periodic basis and assess its impact on Bank's capital and earnings.

Desired Profile -

Qualifications -

Graduate / Post Graduate -

Professional qualification / certification (CA, CFA, FRM or MBA in Finance) would be an added advantage

Experience -

Minimum 4-5 years of overall experience in market risk/liquidity risk/ALM in a Scheduled Bank

Skill & Competencies -

Good analytical and communication Skills -

- Sound understanding of regulatory guidelines on market risk, liquidity risk and ALM issued by RBI and regulations that impact businesses in general

- Knowledge or understanding of VaR/ NOOP analysis and accounting policies/practices.

- Experience with or knowledge of trading products in capital markets like corporate bonds, GSECs etc.

- Good knowledge of Structural Liquidity Statement(SLS), Interest Rate Sensitivity(IRS) statement preparations methods, tools & techniques or Valueat Risk(VaR) computation

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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