Market Risk
2 days ago
ROLE SUMMARY
The role holder is responsible to measure, monitor & analyze Market Risk for Trading Book of the bank and sensitize Financial Market Team /ALCO/RMC on possible excesses of the limits through computation/analysis of various risk parameters e.g. VaR, NOOP, AGL, Stress testing etc.
SECTION III: KEY RESPONSIBILITIES/ ACCOUNTABILITIES
Strategic/ Managerial Responsibilities
Core Responsibilities
- Good understanding of Financial market products and their valuation e.g. Derivatives, Bonds etc. Working knowledge of Valuation software like Murex
- Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement.
- Proactive Risk Management and reporting of Trading Book Risk reports to RBI or Board/RMC/ALCO
- Improvement in MIS framework and Implementation of updated guidelines on timely basis
- Address the queries with satisfactory resolution of queries or comments from various Audits and RBI
- Understanding of Trading Book Risk Framework e.g. VaR, NOOP, AGL, Stress testing etc.
- Interaction and Query resolutions with multiple teams like Relationship managers, Financial Market, Middle Office, Back office etc.
People Management or Self-Management Responsibilities
- Optimization of available resources with aim to enhance productivity
- Planning with aim to build future team leaders with continuous knowledge development
- Back up availability for all activities covered under Trading Book Risk.
- Mentor team members on Trading Book Risk Management for active monitoring
Risk and Internal Control Responsibilities
- Same as Core responsibility
KEY INTERACTIONS
Key Internal Interactions
Purpose of Interaction
ALCO, RMC and Top Management
- Submission of ALCO MIS and Coordination for ALCO/RMC meetings
Financial Market Dealers
- For active management of Trading Book Risk and Compliance
FMMO / FMO
- For computation of various risk / exposure Reports
Compliance
- RBS Submissions
- Clarifications for guidelines
- RBS Audit
IAD
- Internal audit of Market Risk
Key External Interactions
Purpose of Interaction
RBI
- Clarifications for guidelines
- Submission of feedback to draft guidelines
- RBS Audit query resolutions
KNOWLEDGE & EXPERIENCE
KNOWLEDGE
Minimum Qualifications
- CA / MBA
Professional Certifications
- FRM
Language Skills
- English
EXPERIENCE
Years of Experience
- 4-8
Nature of
Experience
- Trading Book Market Risk
-
AVP- Market Risk
6 days ago
Mumbai, Maharashtra, India Skillventory Full time ₹ 1,20,000 - ₹ 2,00,000 per yearDeveloping and implementing market risk policies and procedures in line with organizational objectivesIdentifying, measuring, and managing market risks arising from trading activities across various financial products and instrumentsManaging and maintaining market risk models and frameworks, and ensuring their accuracy and effectivenessEnsuring compliance...
-
Market Risk Analyst
1 week ago
Mumbai, Maharashtra, India BNP Paribas Full time ₹ 15,00,000 - ₹ 25,00,000 per yearPosition PurposeThe mission of RISK Markets & Financial Institutions (RISK MFI) is to provide Senior Management of the Group, of the RISK Function and of Global Markets (GM) with full transparency and dynamic analysis with respect to the market, counterparty, valuation and liquidity risks originated and managed by CIB GM, in order to assist them in their...
-
BA Market Risk
2 weeks ago
Mumbai, Maharashtra, India Genpact Full time ₹ 12,00,000 - ₹ 36,00,000 per yearInviting applications for the role of Business Analyst with Market Risk-ManagerIn this role, role you will be responsible to provide a single point end to end accountability for the project oversight, reporting to project management team, establish working relationship with technology partners etc. We are seeking an experienced Agile Business Analyst (BA)...
-
Market Risk
2 days ago
Navi Mumbai, Maharashtra, India Mizuho Global Services Full time ₹ 20,00,000 - ₹ 25,00,000 per yearMizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called Mega Banks of Japan. MGS was established in the year 2020 as part of Mizuhos long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Banks domestic and...
-
Market Risk
2 weeks ago
Navi Mumbai, Maharashtra, India Mizuho Full time ₹ 15,00,000 - ₹ 25,00,000 per yearMizuho Global Services Pvt Ltd (MGS) is a subsidiary company of Mizuho Bank, Ltd, which is one of the largest banks or so called 'Mega Banks' of Japan. MGS was established in the year 2020 as part of Mizuho's long-term strategy of creating a captive global processing centre for remotely handling banking and IT related operations of Mizuho Bank's domestic and...
-
Mumbai, Maharashtra, India Virtusa Full time ₹ 15,00,000 - ₹ 25,00,000 per yearRole Overview: - Demonstrate broad expertise in Financial (Credit, Market, Liquidity) risk, Operational risk, and enterprise risk management. - Manage end-to-end project implementation and cross-functional stakeholder management. - Focus on agile project delivery. - Act as a seasoned business analyst with a strong track record in requirements analysis,...
-
Mumbai, Maharashtra, India DBS Bank Full time ₹ 1,50,00,000 - ₹ 2,50,00,000 per yearJob Purpose (In a brief, specific one or two-sentence statement, answer the questions: "Why does this position exist?" and "What is it expected to accomplish?")Responsible for governance, risk control, reporting of Market risk of the bank.Key Accountabilities (List the expected end results or KPIs that the job holder is expected to achieve for this job. Do...
-
Market Risk Data Governance
2 days ago
Mumbai, Maharashtra, India Citi Full time ₹ 1,00,00,000 - ₹ 3,00,00,000 per yearWhether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure...
-
Senior - Market Risk
6 days ago
Mumbai, Maharashtra, India KPMG Full time ₹ 20,00,000 - ₹ 25,00,000 per year**JOB DESCRIPTION About KPMG in India**KPMG entities in India are professional services firm(s). These Indian member firms are affiliated with KPMG International Limited. KPMG was established in India in August 1993. Our professionals leverage the global network of firms, and are conversant with local laws, regulations, markets and competition. KPMG has...
-
Market Risk Data Governance
6 days ago
Mumbai, Maharashtra, India Citi Full time ₹ 1,00,00,000 - ₹ 2,00,00,000 per yearWhether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and...