Financial Risk Management Specialist

24 hours ago


Mumbai, Maharashtra, India AU SMALL FINANCE BANK Full time
Job Description

We are seeking an experienced Market Risk Manager to join our team at AU SMALL FINANCE BANK in Mumbai.

Key Responsibilities:

  • Risk Assessment and Compliance: Assess market risk management systems problems and ensure compliance with relevant policies and regulations.
  • Reporting and Analysis: Comply with SLAs for delivering risk reports, compute Forex Gaps (AGL & IGL) and Positions reports, NOOPL, Country risk, and report to RBI and Senior Management.
  • Treasury Product Valuation: Conduct daily and monthly valuations of Treasury Products (Bonds, FX, derivatives) in line with regulatory guidelines.
  • Position Monitoring: Monitor positions/risk utilizations and adhere strictly to the risk management framework of the Bank.
  • Country and Counterparty Risk: Monitor country risk limits and counterparty risk limits.
  • Performance Reporting: Validate and report Treasury P&L of the Bank.
  • Market Intelligence: Gather latest market intelligence and track/benchmark against best practices in competitor banks.
  • Audit and Policy Review: Ensure compliance with regulatory requirements pertaining to Market Risk including forex risk, review and maintain Market Risk management Policy and Stress Testing Policy.
  • VAR Limit Computing: Compute and monitor VAR limits for all investment products including FX exposure.
  • Knowledge Sharing: Capture and share best-practice knowledge amongst the team.

About You:

  • You should have 3+ years of banking experience with expertise in forex & derivatives.
  • Proficiency in Excel is essential.
  • Knowledge and implementation of Treasury/Risk systems would be an advantage.
  • Certification in Forex domain will be preferred.

Compensation Package:

The estimated salary for this role is ₹8-12 lakhs per annum, commensurate with experience.



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