Market Risk

2 days ago


Mumbai, Maharashtra, India Skillventory Full time ₹ 15,00,000 - ₹ 28,00,000 per year

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.

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

Key Internal Interactions

ALCO, RMC and

Top Management


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