Market Risk

Role & responsibilitiesRisk Measurement & Monitoring:Compute and analyze market risk parameters such as Value at Risk (VaR),  and perform stress testing on the bank's trading book.Risk Reporting:Prepare and present trading book risk reports to the ALCO (Asset-Liability Committee), RMC (Risk Management Committee), Board of Directors, and the Reserve...

ROLE SUMMARYThe 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/ ACCOUNTABILITIESStrategic/...

Developing 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...

Mizuho 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...

Role 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,...

Job 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...

Whether 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...

**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...

Whether 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...

Role & responsibilitiesPreparation of ALCO note & RMC note, presenting it to seniorsReview of working of LCR and NSFR on a regular basisCalculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirementReview and monitoring of counter party limitReview and monitoring of mid-office reportPreparation of all required data...