Market Risk Specialist

4 days ago


Kurnool, Andhra Pradesh, India beBeeRisk Full time ₹ 60,00,000 - ₹ 85,00,000
Job Title: Market Risk Specialist

This is an exciting opportunity to join our team as a Market Risk Specialist, where you will be responsible for managing specialized risk management functions within the Enterprise Risk Management practice of our organization.

  • Key Functional Expectations:
  • Responsible for establishing policies/guidelines on the enhanced monitoring of Treasury/Investment/ALM/Liquidity risk.
  • Responsible for Valuation of Treasury portfolios – Forex, Fixed Income, Derivatives, Equity and others.
  • Shall provide independent mid-office monitoring support on NOP, Fixed income, FIG, Derivatives, limit monitoring etc.
  • Shall be responsible for monitoring hedge effectiveness on a periodic basis.
  • Implementation and calculation of Capital charge and Counterparty Risk Charge.
  • Technical analysis of Equities, Bonds and Money market funds.
  • All types of limit monitoring with respect to treasury activities as prescribed in Internal and regulatory policies.
  • MTM reconciliation with counterparty banks for derivatives deals undertaken and making/responding margin calls in term of CSA arrangement with them.
  • Responsible for preparation of Regulatory and internal daily and periodical reports and Board notes on accurate and timely submission.
  • Enhancing methodologies for counterpart credit risk measures like PFE, CVA etc.
  • Periodic review of bank's new products related to Market risk and provide risk mitigation controls.
Responsibilities and Skills:
  • Monitoring and simulating LCR/NSFR
  • Risk reporting on Maturity of ALM products
  • Limit setting for MAL/SAL using statistical modelling techniques
  • Pricing/Hedging of banking products across asset classes (Rates, FX, Bonds)
  • Stress testing of Liquidity and Interest rate risk
  • ICAAP, RAROC, FTP methodologies, RAS will be preferable
  • Handling Audit queries and providing active assistance in audit
  • Good understanding of Behavioral studies of ALM products
  • Implementation experience of ALM/Market Risk system from end to end

Experience: 6 -8 years of relevant work experience for Middle East banks.



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