Financial Risk Specialist

4 days ago


Thoothukudi, Tamil Nadu, India beBeeRiskManagement Full time ₹ 1,50,00,000 - ₹ 2,50,00,000
Job Description:

This is an onsite opportunity for a qualified candidate to be deputed at banks in the GCC region to manage specialized risk management functions within the Enterprise Risk Management practice of a leading financial services company.

Main Responsibilities:

  • Market Risk: Establish policies/guidelines on enhanced monitoring of Treasury/Investment/ALM/Liquidity risk, value Treasury portfolios, provide mid-office monitoring support, and implement capital charge and counterparty risk charge.
  • Liquidity Risk and ALM: Monitor and simulate LCR/NSFR, robustly monitor and report on Maturity of ALM products, set limits for MAL/SAL using statistical modeling techniques, and generate interest rate risk on bank's book basis IRRBB or via sensitivity report analysis.

Key Skills:

  • Technical analysis of Equities, Bonds, and Money Market Funds
  • All types of limit monitoring with respect to Treasury activities
  • MTM reconciliation with counterparty banks for derivatives deals undertaken
  • Regulatory and internal daily and periodical reports and Board notes preparation
  • Enhancing methodologies for counterpart credit risk measures like PFE, CVA, etc.
  • Pricing/Hedging of banking products across asset classes (Rates, FX, Bonds)
  • Stress testing of Liquidity and Interest Rate Risk

Requirements:

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


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