Team Member Trading and Investment Portfolio Risk YES BANK

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

Role Overview: As a Market Risk Analyst for the Trading Book of the bank, your primary responsibility will be to measure, monitor, and analyze market risk. You will be tasked with sensitizing the Financial Market Team, ALCO, and RMC on possible limit excesses by computing and analyzing various risk parameters such as VaR, NOOP, AGL, and Stress testing. Key Responsibilities: - Demonstrate a good understanding of financial market products and their valuation including derivatives, bonds, etc. Utilize your working knowledge of valuation software like Murex. - Collaborate with ALCO or Top Management to strengthen the existing risk framework for continuous improvement. - Proactively manage and re...

Posted 1 month ago

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Team Member Trading and Investment Portfolio Risk YES BANK

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

The role requires you to measure, monitor, and analyze Market Risk for the Trading Book of the bank. You will need to sensitize the Financial Market Team, ALCO, and RMC on possible limit excesses by computing and analyzing various risk parameters such as VaR, NOOP, AGL, and Stress testing. Your key responsibilities include having a good understanding of financial market products like Derivatives and Bonds, as well as proficiency in valuation software such as Murex. You will work towards strengthening the existing risk framework with the guidance of ALCO or Top Management for continuous improvement. Proactive Risk Management and reporting of Trading Book Risk reports to RBI or Board/RMC/ALCO ...

Posted 3 months ago

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