Team Member Trading and Investment Portfolio Risk

SECTION II: ROLE SUMMARY

Market Risk

SECTION III: KEY RESPONSIBILITIES/ ACCOUNTABILITIES

Strategic/ Managerial Responsibilities

Core Responsibilities

• Good understanding of Financial market products and their valuation e.g. Derivatives, Bonds etc. Working knowledge of Valuation software like Murex
• Strengthen existing risk framework with 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
• Improvement in MIS framework and Implementation of updated guidelines on timely basis
• Address the queries with satisfactory resolution of queries or comments from various Audits and RBI
• Understanding of Trading Book Risk Framework e.g. VaR, NOOP, AGL, Stress testing etc.
• Interaction and Query resolutions with multiple teams like Relationship managers, Financial Market, Middle Office, Back office etc.
  

People Management Or Self-Management Responsibilities

• Optimization of available resources with aim to enhance productivity
• Planning with aim to build future team leaders with continuous knowledge development
• Back up availability for all activities covered under Trading Book Risk.
• Mentor team members on Trading Book Risk Management for active monitoring
  

Risk And Internal Control Responsibilities

• Same as Core responsibility
  

SECTION IV: KEY INTERACTIONS

Key Internal Interactions

Purpose of Interaction

• Submission of ALCO MIS and Coordination for ALCO/RMC meetings
  

• For active management of Trading Book Risk and Compliance
  

• For computation of various risk / exposure Reports
  

• RBS Submissions
• Clarifications for guidelines
• RBS Audit
  

• Internal audit of Market Risk
  

Key External Interactions

Purpose of Interaction

• Clarifications for guidelines
• Submission of feedback to draft guidelines
• RBS Audit query resolutions
  

SECTION V: KNOWLEDGE & EXPERIENCE

KNOWLEDGE

Minimum Qualifications

• CA / MBA
  

Professional Certifications

• FRM
  

Language Skills

• English
  

Experience

Years of Experience

• 3-7
  

Nature of

Experience

• Trading Book Market Risk