Market Risk Analyst
4 weeks ago
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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