Market Risk Analyst

4 weeks ago


Mumbai, Maharashtra, India SkillVentory Full time

Job Summary

We are seeking a highly skilled Market Risk Specialist to join our team at SkillVentory. As a Market Risk Specialist, you will play a critical role in managing the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile.

Key Responsibilities

  • Computation of Market Risk measures & monitoring in line with Bank's risk appetite and regulatory framework.
  • Coordinate with different stakeholders in the Bank and at HO to ensure market risk governance and reporting.
  • Interact with senior management and committees in areas relating to market risk.
  • Coordinate with auditors to ensure compliance.
  • Monitoring & reporting the risk metrices in market risk and regulatory reporting.
  • Ensure compliance with internal and regulatory guidelines.
  • Use analytical methods for measuring and validating market risk metrics.
  • Performing stress testing and analyzing the impact.
  • System testing and validation of new products and risk functionalities.
  • Highlight to senior management areas of concern in the areas of market risk.
  • Assist in annual review of market risk limits and policies.
  • Handling audit queries/requirements or issues raised by various departments and resolving it on timely basis.
  • Liaising with HO in matters related to market risk
  • Automation of market risk related processes/sub processes based on feasibility
  • Handle Business Continuity Processes and Disaster Recovery activities associated to the unit.

Requirements

  • At least 3-5 years of experience in Market Risk.
  • University graduation
  • CA/MBA /PGDBA or equivalent preferred
  • CFA, FRM equivalent preferred
  • Good analytical skills in MS office suite especially MS excel.
  • Ability to work and interact with the team, peers and seniors.
  • Knowledge about Banking and regulations.
  • Knowledge of data handling and coding will be an asset.
  • Knowledge of Treasury products & systems, their valuation, regulations and the risk associated with them will be a plus.
  • Knowledge of both assets and liability products offered by the Bank will be a plus.

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