Non Traded Market Risk Role - Treasury Risk - Investment Bank

Industry - Banking

Skills - treasury, "non traded", liquidity, ALM, market risk, trading, quant, counterparty, IRRBB, RWA, stress testing

Job Type - Permanent

Job Description - Risk Appetite Articulation and limit frameworks for the Treasury functions

Develop and deliver a suite of risk metrics to effectively capture the Market risk and Liquidity Risk which Treasury manages.

Client Details

A leading Investment Bank which provides an excellent work environment ensuring personal and professional growth.

Description

- Stress testing to support forecasting of RWA exposures and potential impairments

- Delivery of ICAAP from a non traded market risk perspective

- Annual ILAA process participation and effectively challenge and review the assumptions

- Reviewing and challenging current risk methodologies used for market risk and liquidity risk metrics

- Reviewing and understanding all elements of internal policy, working with the respective Policy Standard Owner delegates within Treasury to challenge and help implement assurance activities

Profile

- Minimum 4+ years of experience with excellent analytical and problem solving skills.

- Detailed understanding of Risk concepts and risk profile of different asset classes

- Understanding of underlying risk systems and models

- Strong Microsoft EXCEL skills, including VBA

- Professional certification CFA/FRM desirable.

Job Offer

An opportunity to work in a fast paced environment with a leading investment bank in India.

Contact - Apurva Gopinath -

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