Senior Financial Risk Manager

23 hours ago


Nagpur, Maharashtra, India beBeeMarket Full time ₹ 2,00,00,000 - ₹ 2,50,00,000
Market Risk Specialist Job Description

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

  1. Responsible for establishing policies/guidelines on the enhanced monitoring of Treasury/Investment/ALM/Liquidity risk.
  2. Valuation of Treasury portfolios – Forex, Fixed Income, Derivatives, Equity and others.
  3. Independent mid-office monitoring support on NOP, Fixed income, FIG, Derivatives, limit monitoring etc.
  4. Monitoring hedge effectiveness on a periodic basis.
  5. Implementation and calculation of Capital charge and Counterparty Risk Charge.
  6. Technical analysis of Equities, Bonds and Money market funds.
  7. All types of limit monitoring with respect to treasury activities as prescribed in Internal and regulatory policies.
  8. MTM reconciliation with counterparty banks for derivatives deals undertaken and making/responding margin calls in term of CSA arrangement with them.
  9. Preparation of Regulatory and internal daily and periodical reports and Board notes on accurate and timely submission.
Key Responsibilities:
  • Enhancing methodologies for counterpart credit risk measures like PFE, CVA etc.
  • Periodic review of banks' new products related to Market risk and provide risk mitigation controls.
  • Robust monitoring and 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.
  • Good understanding of Behavioral studies of ALM products.
  • Implementation experience of ALM/Market Risk system from end to end.
Requirements:

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



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