Team Member Trading and Investment Portfolio Risk

Role Overview: As a Market Risk Analyst for the Trading Book of the bank, your primary responsibility will be to measure, monitor, and analyze market risk. You will be tasked with sensitizing 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. Key Responsibilities: - Demonstrate a good understanding of financial market products and their valuation including derivatives, bonds, etc. Utilize your working knowledge of valuation software like Murex. - Collaborate with ALCO or Top Management to strengthen the existing risk framework for continuous improvement. - Proactively manage and report Trading Book Risk reports to regulatory bodies like RBI or Board/RMC. - Enhance the MIS framework and ensure the timely implementation of updated guidelines. - Address queries and comments from audits and regulatory bodies satisfactorily. - Familiarize yourself with the Trading Book Risk Framework including VaR, NOOP, AGL, Stress testing, etc. - Interact with and resolve queries from various teams such as Relationship managers, Financial Market, Middle Office, Back office, etc. Qualification Required: - Minimum Qualifications: CA / MBA - Professional Certifications: FRM - Language Skills: Proficiency in English Additional Details: The role will require you to optimize available resources to enhance productivity, plan for the development of future team leaders, and mentor team members on Trading Book Risk Management. Your interactions will be with internal stakeholders such as ALCO, RMC, Top Management, Financial Market Dealers, FMMO/FMO, Compliance, IAD, as well as external stakeholders like RBI. Your experience in Trading Book Market Risk spanning 3-7 years will be essential for success in this role.,