Team Member Trading and Investment Portfolio Risk

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 are essential. Additionally, you will be responsible for improving the MIS framework, implementing updated guidelines in a timely manner, and addressing queries from audits and RBI with satisfactory resolutions. You will interact and resolve queries with various teams like Relationship managers, Financial Market, Middle Office, and Back office. People management responsibilities include optimizing available resources for enhanced productivity, planning for future team leaders" development, providing backup for all activities related to Trading Book Risk, and mentoring team members on Trading Book Risk Management for active monitoring. Your key internal interactions will be with ALCO, RMC, Top Management for ALCO MIS submission and coordination for ALCO/RMC meetings, Financial Market Dealers for active management of Trading Book Risk and Compliance, FMMO/FMO for computation of various risk/exposure reports, Compliance for RBS submissions and audit clarifications, and IAD for internal audit of Market Risk. Externally, you will interact with RBI for guideline clarifications, feedback submission on draft guidelines, and RBS Audit query resolutions. The ideal candidate should possess a CA/MBA qualification, FRM certification, proficiency in English, and have 3-7 years of experience in Trading Book Market Risk.,