Market Risk
4 days ago
**Market Risk - Counterparty Risk For a leading Bank**:
- From 2 to 7 year(s) of experience
- ₹ Not Disclosed by Recruiter
- Mumbaior
**Roles and Responsibilities**
Preparation and submission of accurate and on timely TMO reporting, for internal purpose e.g., Stop loss limit, PV01, M Duration, Holding period, Size Limit,counterpartybank exposure limit monitoring.
- Daily computation of MTM/Valuation for SLR and NSLR investment products, limit set up and update in Treasury system, maintain archive of regular MIS.
- Timely submission of related regulatory reports/MIS to stake holders.
- Assist inMarketRiskStress Testing, capital charge computation as per BASEL-II NCAF guidelines.
- Assist in drafting Investment Committee (IC) / ALCO meeting notes, RBS data submission,MarketRisk/TMO policy review, documentation etc.- Exposure to Forex & Derivative products including valuation.
- Excel and VBA skills are a pre-requisite.
- An understanding ofmarketriskmeasures such as present value of a basis point (PVBP), M Duration and VAR is desirable.
- Should be exposed toMarketRisk/ Treasury implementation related activities- Role:_Other
- Salary:_ Not Disclosed by Recruiter
- Industry:_Banking
- Department:_Other
- Role Category:_Other
- Employment Type:_Full Time, Permanent
- Key Skills- Market RiskEducation
- PG:_MBA/PGDM in Any Specialization
**Company Profile**:
SKILLVENTORY
- A leading search firm-
- Contact Company:_SKILLVENTORY
- Telephone:_
+91-XXXXXXXXXX
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