Team Member - Market Risk

As a Market Risk Manager, you will play a crucial role in managing Market Risk portfolios including Fixed Income, Foreign Exchange, Derivatives, and Commodities for the Bank. Your responsibilities will involve: - Continuous identification, assessment, monitoring, and mitigation of Market Risk in the Bank's Treasury portfolio. This includes analyzing daily changes in trading results, risk sensitivities, and Value-at-Risk of all portfolios. - Providing periodic and timely analysis of risks, highlighting emerging risks, and recommending risk mitigation steps. You will be responsible for presenting risk updates to ALCO, Risk Management Committee, etc. - Supervising the Rate Scan & Market Surveillance functions performed by Treasury Middle Office. - Conducting Stress Testing & Scenario Analysis of the Banks Treasury portfolios. - Evaluating new treasury products and processes, identifying risks, recommending valuation methodologies, and risk mitigation steps. - Driving automation and process improvement in risk monitoring tools and ensuring compliance with market risk regulations. - Participating in IT project implementations from the Market Risk side and liaising with Audit and Regulators for Market Risk. Qualifications & Skills required for this role: - CA or MBA (Finance) or Masters in Markets/Finance or CFA/FRM/CQF or Bachelors in Engineering, Mathematics, Statistics, or related field. - Progress in FRM/PRM/CFA/CQF etc. would be viewed favorably. - Good understanding of financial markets with strong analytical and problem-solving skills. - Ability to analyze, summarize, and present analysis effectively. - Proficiency in Excel, VBA, and at least one programming language such as Python will be preferable. Experience needed: - At least 3 years of experience in Market Risk Management or similar functions (Structuring/Trading/Quant etc) preferably in a bank, investment firm, or financial services organization.,