Analyst

Job Description

Responsible for assisting in preparation of various reports include but not limited to risk limits, position limits, stoploss limits etc. to help assess ALM risk at Pan India level Responsibility: The person will be responsible for following tasks Policy / Procedure Support team in preparing new policy / review of existing policy/procedure in the context of applicable regulations (RBI as well as HO) Support in aligning of policy / procedure and reporting logic implementation of policy / procedure at Pan India Level Risk Reporting, Monitoring & Assessment Preparation of assigned reports, check other reports prepared by team members, Validate the result and in case of any exception, raise the same to supervisor, Provide assistance in resolving operational issues Assist in preparation of template and provide inputs on from operational / functional aspects and validation input data Assist in ensuring timely submission of reports to regulator / HO / Internal management for pan India level Risk Assessment Good understanding of risk analysis using various risk measurement models/ measurements such as sensitivity analysis, VaR, back testing of VaR Assist in Presenting the findings through reports / presentation Stay informed about economic, regulatory and market risk related issues Stress Testing for Liquidity / interest rate risk Support in designing of stress scenarios, stress shocks, current market data & review data collation & validation Support in reviewing / analyzing stress results for Market / Liquidity risk and present the same to management Audit - Regulatory, Statutory, Concurrent and Head Office Support in preparation and validation of data for audit submission Support in reviewing /discussing the recommendations and implement of recommendation Committee Meetings (ALCO / RMC/ EXCO & Others) Support in preparing / Collating data for committee meetings BCM Framework Support in checking readiness for Business continuity management Participate in conducting BCM activities and implement the countermeasures in case of any gaps found while conducting the BCM testing Others Support in report Automation Identify risk reports that can be taken for automation Analyze the requirement and prepare BRD for the same Coordinate with other stake holders & Ensure timely implementation of the reports Support in handling any other requirement assigned to team Expected Skill / Proficiency Good analytical, statistical, problem solving and mathematical knowledge and skills. Have interpersonal, communication and presentation skills. Excellent team and personal relationship skills Possess good level of understanding of system and process skills Basic Understanding of Basel regulations on Interest rate risk and Liquidity risk Experience You should be familiar with Market / Liquidity Risk Management Tools and techniques. Experience on data handling through macros Financial markets and financial product knowledge Experience of preparation of material for the committees such as ALCO. Qualification and on Job Experience M.B.A. (Finance)/C.A. with experience of 0-5 years in market risk and asset liability management in Banking Industry FRM / CFA certification will be an advantage MUFG Bank Ltd & MUFG Securities Asia Limited (collectively referred to as MUFG ) is an equal opportunity employer.