Market Risk/Treasury/Middle Office Role

a) Qualifications: CA/MBA (FRM will be preferred)

b) Experience: Minimum Experience of 3-5 Years in Market Risk/Treasury Mid-Office Functions

c) Responsibilities:

Market Risk Monitoring: Preparation of various market risk portfolio reports for monitoring market risk at portfolio level. Movement of securities and preparation of reconciliations among various CCIL systems.

RBI Submissions: Preparation and submission of various RBI returns within the time lines efficiently and accurately viz. LCR, NSFR, LR, BLR, Capital Adequacy, PV01, VAR etc.

Operational Risk Monitoring: Monitor key operational risk indicators and conduct risk control self-assessment and operational risk reporting.

Valuations: Prepare periodic valuations for portfolio and derivative internal and external reporting.

Management Information System(MIS): Preparation of risk analytical reports for market and operational risk monitoring and control. Reports are per RBI and HO regulations for risk reporting. Conduct stress testing. Perform behavioral analysis. Prepare agenda for ALCO/RMC committees.

Mid Office: Preparation of periodic valuations and reporting

Statutory Audit: Provide information during audit/inspections, preparation of Notes to Account and Piller III, ICAAP reporting.

RBI Inspections: Preparation of RBS data points for inspection and data/information required during the inspection.

Risk Limit Monitoring: Preparation of reports for monitoring various risk limits.