2 - 7 years
6 - 11 Lacs
Posted:2 days ago|
Platform:
Work from Office
Full Time
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.
Skillventory
Upload Resume
Drag or click to upload
Your data is secure with us, protected by advanced encryption.
Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.
We have sent an OTP to your contact. Please enter it below to verify.
mumbai, navi mumbai, mumbai (all areas)
6.0 - 11.0 Lacs P.A.
13.0 - 18.0 Lacs P.A.
mumbai, navi mumbai, mumbai (all areas)
6.0 - 11.0 Lacs P.A.
mumbai, pune, bengaluru
6.0 - 10.0 Lacs P.A.
mumbai, nagpur, thane, nashik, pune, aurangabad
6.0 - 10.0 Lacs P.A.
chennai, bengaluru
3.0 - 4.0 Lacs P.A.
13.0 - 17.0 Lacs P.A.
gurugram, bengaluru
6.0 - 10.0 Lacs P.A.
noida
3.0 - 7.0 Lacs P.A.
bengaluru
25.0 - 30.0 Lacs P.A.