Risk Analyst- Treasury Mid Office

Hdfc Bank

3 - 8 years

8 - 15 Lacs

navi mumbai mumbai (all areas)

Posted:1 day ago| Platform:

Apply

Skills Required

swaps treasury forex murex fx market risk var derivatives

Work Mode

Work from Office

Job Type

Full Time

Job Description

Role & responsibilities

Sound knowledge of risk monitoring tools like Present value of one basis point, Value at Risk.
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.
Checking of regulatory returns/ data as per the regulatory requirement such as CRR SLR maintenance, , Basel Capital Adequacy requirements, PDR II, Short sell, NOPL, AGIG etc.

Preferred candidate profile

Candidates with below Exp/Knowledge will be preferred.

Treasury Risk
Knowledge about Fx/ Derivative/ Investment/ Money market products
Counterparty Credit Risk (CCR) computation
Margin monitoring for Fx/ Derivative contracts
Basel III regulations related to CCR

Location

More Jobs at Hdfc Bank

Personal Banker Sales - J. P. Nagar, 80 Feet Road - Bangalore

Bengaluru

1 - 6 yrs

INR 2 - 4 Lacs

Preferred RM- Bangalore-Frazer Town, Halasuru, VV Puram, Church Street

Bengaluru

5 - 10 yrs

INR 8 - 17 Lacs

NRI Relationship Manager - J P NAGAR - Bangalore

Bengaluru

5 - 10 yrs

INR 6 - 16 Lacs

Preferred Relationship Manager - Whitefield Cluster, Bangalore

Bengaluru

5 - 10 yrs

INR 8 - 17 Lacs

Preferred Relationship Manager - Bangalore - Kengeri Satellite Town

Bengaluru

5 - 10 yrs

INR 8 - 17 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific Interview

Start Your Job Search Today

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.