Deputy Manager- Market Risk

2 - 7 years

6 - 11 Lacs

mumbai navi mumbai mumbai (all areas)

Posted:2 days ago| Platform: Naukri logo

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Work Mode

Work from Office

Job Type

Full Time

Job Description

Role & responsibilities

JOB SUMMARY

Assessment of Market Risk and liquidity risk of the Bank on a regular basis

KEY RESPONSIBILITIES

• Preparation of ALCO note & RMC note, presenting it to seniors

• Review of working of LCR and NSFR on a regular basis

• Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory

requirement

• Review and monitoring of counter party limit

• Review and monitoring of mid-office report

• Preparation of all required data for Risk Based supervision

• Review of MCLR and other related reports

• Review and monitoring of liquidity matrix,

• Calculation of VaR and Stress testing

• Coordinate with Treasury and finance for various work

EDUCATIONAL QUALIFICATIONS & CERTIFICATIONS

Graduate/ Post graduate degree in any stream.F

RELEVANT JOB EXPERIENCE

• Minimum 3 years of experience in the market risk function,

• Overall 5+ plus years of experience in Banking (preferably Risk).

SKILLS & COMPETENCIES

• Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP.

• Good understanding of various regulatory reports of market liquidity risks

• Good understanding of macro-economic scenario, interest rate curve, market liquidity and

its impact

• Good command of Excel and PowerPoint

• Advanced analytical skills as well as a thorough understanding of banking laws,

regulation, and policies and the ability to apply and explain complex regulatory, financial,

and analytical concepts.

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