Job Description

Manager / Sr. Manager -Market Risk, PBP Mumbai Business Vertical: SS Department: Risk Designation: Manager / Sr. Manager - Market Risk Line of Business: Risk Proposed Immediate Superior: Head Market Risk Grade: M3/M4/ Key Objective of the Job: Market Risk Management, Asset Liability Management (ALM) and Regulatory ALM Reporting Major Deliverables: Market Risk, ALM and Regulatory ALM Reporting: Good understanding of treasury products, valuation of fixed Income products, forex contracts and derivative instruments, understanding of market risk parameters like modified duration, VaR, earning at risk, stress report of liquidity and interest rate etc. Good understanding of Banking and NBFCs B/s, assets and liabilities products and regulatory landscape. Monitoring of market risk and liquidity risk through various tolerance limits and control measures. Excellent understating of ALM concepts, liquidity coverage ratio (LCR), hands-on experience of preparation, analysis and Reporting of ALM statements. Management and generation of ALM data, controls and monitoring as per ALM policy. Knowledge of fund transfer pricing concepts and its application. Maintenance of ALM/FTP system including enhancements, integration with new source systems, new products mapping etc. Managing the regulatory and senior management ad-hoc requirement and queries, regulatory/statutory/ internal audits. Specialized job competencies: Experience in preparation & analysis of ALM, Regulatory ALM reporting statements, Market risk desk will be preferred. Educational Qualification: CA or MBA(Finance). Financial risk certification like FRM/ PRM will be desirable but not mandatory. Desired Experience: About 3-7 years of relevant experience Other desired attributes: Ability to coordinate with business / operation manager on Risk & Control requirements. A good team player attitude with excellent ability to coordinate with other stakeholder departments Ability to manage strict deadlines with highest quality of delivery and analysis. Good written and oral communication skills to handle and drive the interaction with stake holders and peers in an effective manner. Location: Peninsula Business Park, Lower Parel, Mumbai Number of Positions: 1

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