Senior Financial Risk Manager

4 days ago


Kurnool, Andhra Pradesh, India beBeeRiskManagement Full time ₹ 8,00,000 - ₹ 15,00,000
Job Description:

This is an onsite opportunity for a qualified professional to be deputed at banks in the GCC to manage specialized risk management functions within the Enterprise Risk Management practice.

Key Functional Expectations:
  • Establish policies/guidelines on enhanced monitoring of Treasury/Investment/ALM/Liquidity risk.
  • Value Treasury portfolios – Forex, Fixed Income, Derivatives, Equity and others.
  • Provide independent mid-office monitoring support on NOP, Fixed income, FIG, Derivatives, limit monitoring etc.
  • Monitor hedge effectiveness on a periodic basis.
  • Implement and calculate Capital charge and Counterparty Risk Charge.
  • Analyze Equities, Bonds and Money market funds.
  • Maintain all types of limit monitoring with respect to treasury activities as prescribed in Internal and regulatory policies.
  • Reconcile MTM with counterparty banks for derivatives deals undertaken and make/respond margin calls in term of CSA arrangement.
  • Prepare Regulatory and internal daily and periodical reports and Board notes on accurate and timely submission.
  • Enhance methodologies for counterpart credit risk measures like PFE, CVA etc.
Required Skills and Qualifications:

Technical Requirements:

  • Monitoring and simulating LCR/NSFR
  • Risk reporting on Maturity of ALM products
  • Limit setting for MAL/SAL using statistical modelling techniques
  • Generate Interest rate risk on bank's book basis IRRBB or via Sensitivity Report analysis like NII and EVE
  • Understanding of Behavioral studies of ALM products
  • Implementation experience of ALM/Market Risk system from end to end
  • 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

Experience:

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

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