Market Risk Manager

6 days ago


Dombivli, Maharashtra, India beBeeMarketRisk Full time ₹ 17,00,000 - ₹ 24,50,000

Role Summary:

We are seeking a highly skilled Market Risk Specialist to join our team. The ideal candidate will have extensive experience in managing specialized risk management functions within the Enterprise Risk Management practice.

Key Responsibilities:
  • Market Risk: Establish policies/guidelines on the enhanced monitoring of Treasury/Investment/ALM/Liquidity risk, and perform valuation of Treasury portfolios – Forex, Fixed Income, Derivatives, Equity and others.
  • Liquidity Risk and ALM: Monitor and simulate LCR/NSFR, robustly monitor and risk report on Maturity of ALM products, and set limits for MAL/SAL using statistical modeling techniques.
Requirements:
  • 6-8 years of relevant work experience for Middle East banks, with a strong understanding of Behavioral studies of ALM products.
  • Familiarity with Stress testing of Liquidity and Interest rate risk, as well as ICAAP, RAROC, FTP methodologies, and RAS.
Benefits:
  • Opportunity to work with a leading financial institution.
  • Competitive salary and benefits package.
About Us:

We offer a dynamic and challenging work environment that encourages professional growth and development.


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