Senior Market Risk Analyst
4 days ago
Job Summary:
We are seeking a highly skilled Senior Market Risk Analyst to join our team in India. The successful candidate will be responsible for managing market and liquidity risk exposure across various asset classes, including FX, Interest Rates, and Fixed-income instruments.
Key Responsibilities:
- Prepare daily and monthly risk reports with detailed analysis and substantiation.
- Monitor market risk exposure and limit breaches, anticipating potential risks and engaging dealers to rectify excesses.
- Work closely with business stakeholders to develop market and liquidity risk appetite, formulate funding strategies, and forecast balance sheets.
- Liaise with Regional Functional Heads and Head Office Functional Heads on risk-related matters.
Requirements:
- Masters degree in Finance or related field with 5-10 years of experience in ALM, Market Risk, and Risk Management.
- Strong analytical skills, excellent Excel spreadsheet skills, and knowledge of Treasury products (FX, Money Market, Fixed-income, and Derivatives).
- Good understanding of liquidity risk and regulatory framework (Basel III, LCR, NSFR) and RBI regulations.
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