Candidate shall have 4 - 8 years of experience in Market & Liquidity Risk Management in Domestic Banks (Private sector / Public Sector), Indian Branches of Foreign Banks, Risk Consulting. Candidate shall possess an understanding of Market Risk & Liquidity Risk management. and framework, Knowledge of LCR, NSFR, Structural Liquidity Statement, Treasury products, Valuation methodologies, Sensitivities, etc. Candidate should possess working knowledge of RBI /IFSCA requirements pertaining to Market & Liquidity Risk management. Responsibility Areas : - Responsible for Market Risk & Liquidity Risk Management functions - Responsible for valuation of Treasury portfolios - Forex, Fixed Income, Derivatives, Equity and structured products. - Responsible for computation and monitoring of LCR, NSFR, Structural liquidity Statement (SLS), Asset Liability Return (ALR) etc. - Responsible for liaising with other stakeholders for preparation and submission of various reports (ALR, ALO etc.). - Responsible for monitoring and analyzing sensitivities like Value at Risk and Modified duration, PV01 and other sensitivities like Greeks for Trading Portfolio. - Performing proactive scenario and simulation analysis for treasury trading portfolio on plausible economic events and scenarios. - Defining stress scenarios and stress testing methodologies. - Conducting Back testing and Performing root cause analysis for Back testing exceptions - Computation of Capital Charge and Risk Weighted Assets for Market Risk with respect to different product classes. - Validation of market data / derived market data and positions for valuation and risk analysis - P&L Attribution analysis based on first and second order sensitivities and underlying market movements - Understating of latest regulatory developments in market risk domain. - Responsible for submission of reports (LCR, NSFR, ALR, ALO etc.) to RBI/IFSCA. - Responsible for RBS submission related to liquidity risk /market risk data to RBI/IFSCA - Handling Audit queries and providing active assistance in audit - Counterparty credit exposure under RBI regime including bilateral netting.

Mumbai

Navi Mumbai

Senior Manager - Market Risk - Financial Firm 

Senior Manager - Market Risk - Financial Firm  ,Job Description for Senior Manager - Market Risk - Financial Firm  in Novo Tree Minds in  Mumbai Navi Mumbai for (4-8) years of experience. Apply Now!

Job Description for Senior Manager - Market Risk - Financial Firm  in Novo Tree Minds in  Mumbai Navi Mumbai for (4-8) years of experience. Apply Now!