Market Risk Manager

Role Overview: As a Manager in Treasury Mid-Office in Mumbai, your role involves accurate and timely reporting of Treasury P&L and Risks. You will be responsible for monitoring Market Risk Limits and providing timely alerts to Senior Management. Additionally, you will be involved in Capital Computation for Market Risk and ensuring submissions to regulatory authorities like RBI. Maintenance of rates and curves in the Treasury system, rate-scan surveillance for treasury products, and analysis are also part of your key responsibilities. Handling audit requirements efficiently is crucial in this role. Key Responsibilities: - Accurate and timely reporting of Treasury P&L and Risks - Monitoring Market Risk Limits and providing timely alerts to Senior Management - Capital Computation for Market Risk - Submissions to regulatory authorities like RBI - Maintenance of rates and curves in the Treasury system - Rate-scan surveillance for treasury products and analysis - Handling audit requirements Qualifications Required: - Excellent skills in Ms Excel (Knowledge of VBA, Python, SQL is a plus) - Desire for exposure to Treasury Markets & Products - Excellent attention to detail & adherence to timelines - Highly motivated & a self-starter,