AVP-Market and Liquidity Risk

JOB RESPONSIBILITIES 

• Preparation and control of Local and Head Office reporting with respect to ALM and Market Risk
• Conducting behavioral analysis & stress testing
• Knowledge of Valuation of All Traded Products (Plain Vanilla and Structured)
• Design and Monitor the risk limits in banking/ trading position of Treasury
• Design and Monitor VaR of traded products
• ALM meeting coordination and agenda preparation
• Periodical review and update of the policies and procedures
• Valuation of existing portfolios
• Providing support in system implementation
• Proper record keeping of treasury documentation
• Following compliance policies, internal rules and regulations
• Others as specified by Management / HOD /Supervisor

  Knowledge & Skills

• Should be able to prepare liquidity reports and interest rate risk reports as per RBI regulations
• Must possess skill of VBA macro coding
• Should have good analytical skills.
• Must have at least 7 years of working experience in the area of Market Risk Management
• Qualification should be CA/ MBA
• Mandatory to have: Certificate in Risk in Financial Services/FRM/PRM/CFA

Conducting daily and periodical operations of Market Risk Management Department