Current jobs related to Market Risk/Derivatives Risk Manager - Mumbai, Maharashtra - AU SMALL FINANCE BANK
-
Market Risk/Derivatives Risk Manager
2 weeks ago
Mumbai, Maharashtra, India AU SMALL FINANCE BANK Full timeWe are hiring for Market risk professional with relevant experience of forex & derivatives based out at Mumbai.Work Experience- 3+ Years of banking experience with forex & derivatives expertise.Job Responsibilit y :-Assess risk management systems problems and comply with market risk policiesComply with SLA for delivery of risk reportsEnsure strict compliance...
-
Derivatives Risk Manager
2 weeks ago
Mumbai, Maharashtra, India beBee Careers Full timeWe are seeking an experienced Derivatives Risk Manager to join our team. The successful candidate will be responsible for managing risk across various asset classes, including forex and derivatives.Responsibilities:Manage risk exposure across forex and derivatives markets.Develop and maintain risk management frameworks to ensure compliance with regulatory...
-
Forex and Derivatives Market Risk Specialist
2 weeks ago
Mumbai, Maharashtra, India beBee Careers Full timeWe are hiring a highly skilled Forex and Derivatives Market Risk Specialist to join our team. The successful candidate will be responsible for assessing and managing risk across various asset classes, including forex and derivatives.Key Responsibilities:Assess and manage risk exposure across forex and derivatives markets.Develop and maintain effective risk...
-
Market Risk Manager
6 days ago
Mumbai, Maharashtra, India beBee Careers Full timeKey Accountabilities: As a Pricing Specialist, you will be responsible for pricing and closing derivative deals with counterparty banks, ensuring accurate valuations and efficient processing.Responsibilities:Pricing and closing derivative deals with counterparty banks, using your expertise in derivatives markets and pricing models.Collaborating with Treasury...
-
Market Risk Professional
1 week ago
Mumbai, Maharashtra, India beBee Careers Full timeJob DescriptionWe are seeking a highly skilled Market Risk Professional to join our team. In this role, you will be responsible for stress testing to ensure that all material risk concentrations are understood and consistent with the Firm's risk appetite and business strategy.The primary purpose of stress testing is to ensure that the Firm has sufficient...
-
Market Risk Specialist
7 days ago
Mumbai, Maharashtra, India beBee Careers Full timeJob SummaryAs a Market Risk Specialist, you will play a crucial role in ensuring the accuracy and soundness of market risk models. Your expertise will help assess the conceptual soundness and methodology of these models, with a focus on value at risk, counterparty risk exposure, and pricing of derivatives.The ideal candidate will have a strong understanding...
-
Market Risk Quantification Specialist
1 week ago
Mumbai, Maharashtra, India beBee Careers Full timeJob Summary">We are seeking a skilled market risk quant with a strong understanding of market risk, derivative pricing, VaR, ES, Treasury processes, hedge accounting, and funds transfer pricing regulations.The ideal candidate should have expertise in quantitative modeling and knowledge of financial products in Treasury (derivative &...
-
Risk Management Professional
5 days ago
Mumbai, Maharashtra, India beBee Careers Full timeRisk Management and Pricing SpecialistWe are looking for a highly skilled Risk Management and Pricing Specialist to join our team. In this role, you will work closely with traders to develop and implement pricing models for exotic derivatives, and collaborate on risk management initiatives to ensure accuracy and completeness of SOD risk.You will have a...
-
Risk Management Specialist
1 week ago
Mumbai, Maharashtra, India beBee Careers Full timeJob SummaryWe are seeking a highly skilled Risk Management Specialist to join our team. In this role, you will be responsible for conducting comprehensive, independent quarterly reviews of investment products/mandates to ensure fiduciary oversight.The ideal candidate will have a strong background in finance and risk management, with at least 8 years of...
-
Quantitative Analyst Market Risk
7 days ago
Mumbai, Maharashtra, India beBee Careers Full timeAbout the RoleWe are seeking a highly skilled Quantitative Analyst Market Risk to join our team. As a key member of our market risk team, you will be responsible for assessing the model's conceptual soundness and methodology, as well as reviewing input data, model assumptions, and parameters.You will work closely with our experts to develop and validate...
Market Risk/Derivatives Risk Manager
4 weeks ago
We are hiring for Market risk professional with relevant experience of forex & derivatives based out at Mumbai. Work Experience - 3+ Years of banking experience with forex & derivatives expertise. Job Responsibilit y :- Assess risk management systems problems and comply with market risk policies Comply with SLA for delivery of risk reports Ensure strict compliance of RBI and other regulatory guidelines Responsible for computation of Forex Gaps (AGL & IGL) and Positions reports, NOOPL, Country risk and reporting to RBI and Senior Management Responsible for Daily and monthly valuation of different Treasury Products (Bonds, FX, derivatives (Interest Swap, Currency Swap option etc.) in line with regulatory guidelines. Computation and monitoring of various Positions/risk utilizations and strictly adhering to risk management framework of the Bank Monitoring Country risk limits and counter party risk limits Validation and reporting of Treasury P&L of the Bank Responsible for carry out of currencies rate-scan and other control checks set up by the middle office team Active coordination with Treasury Front office, Back-office operations, Audit and IT for the above responsibilities Aptitude for picking up additional responsibilities within the department Gather Latest Market intelligence and track and benchmark against best practices in competitor banks Audit: - Ensuring compliance with regulatory requirements pertaining to Market Risk including forex risk (RBI Audit, Concurrent Audit, HO Audit and Statutory Audit). Policies: - Review and maintenance of Market Risk management Policy and Stress Testing Policy. Computing and Monitoring VAR limits for all investment products including FX exposure. Capture and share best- practice knowledge amongst the team Should understand Treasury products, Debt and Forex markets, risk sensitivities and factors Should be proficient in Excel Knowledge and implementation of Treasury/Risk systems would be an advantage Certification in Forex domain will be preferred. Please share your updated CV at .
