Risk Analyst- Treasury Mid Office

4 - 9 years

4 - 9 Lacs

Posted:1 week ago| Platform: Foundit logo

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Work Mode

On-site

Job Type

Full Time

Job Description

  • Checking of credit exposure / monitoring market risk limits report and highlighting limit excess cases and performing movement analysis for market risk report. Ensure error free reporting and adherence of TAT.
  • Sound knowledge of market practices about valuation of various treasury products including government securities, bonds & debentures, discounted instruments, securitization products, equity and instruments with special features.
  • Handling routine audit (internal)& market risk queries.
  • To undertake MTM valuation and movement analysis of the Treasury Products such as;
  • Investments (SLR and Non SLR), Syndicated loans,
  • Foreign Exchange and
  • Derivatives.

Preferred candidate profile

  1. Treasury Risk
  2. Knowledge about Fx/ Derivative/ Investment/ Money market products
  3. Counterparty Credit Risk (CCR) computation
  4. Margin monitoring for Fx/ Derivative contracts
  5. Basel III regulations related to CCR
  6. Credit Risk limit set-up and monitoring

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