Anand Rathi Global Finance Limited | Market Risk Manager

3 days ago


mumbai, India Anand Rathi Global Finance Limited Full time
Job Description
Job Role: Market Risk
Candidate should have minimum experience in this role should be 3-4 years with knowledge of Structured Products and Derivatives
Preferred qualifications - CA, MBA, CFA/FRM
Job Location- Mumbai
Job Responsibilities for this role are:
Keeping track of PV01 and Notional positions (book size).
Strong practical knowledge of Derivatives. Knowledge of Structured Products incl NCD.
Impact of Option Greeks on liquidity.
Convene ALCO and preparation of ALCO deliverables.
Responsible for Preparing and analyzing Interest liquidity & gap statements liquidity ratio (LCR, NSFR).
Conducing periodic Stress & Back testing, scenario analysis to stimulate the impact of extreme market events (equity and derivative markets) on the portfolio. Recommend the related risk mitigation strategy.
Participating in designing topical scenarios to estimate capital efficiencies and make risk management process more robust.
Prepare regular reports on market risk exposure, trends and potential areas of concern.
Development & delivering of monthly risk-based MIS and publish the same.

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