Risk Analyst- Treasury Mid Office

Job Description

Role & responsibilities 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 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 Credit Risk limit set-up and monitoring Location- Mumbai ( Kanjurmarg)