Posted By
Posted in
Banking & Finance
Job Code
466095
- Establish risk management practices and measures across all asset classes / currencies and related derivatives including both exchange traded and over the counter
- Determine and monitor the various market risk factors involved in derivative instruments (traded/non-traded)
- Verification of appropriateness of various input data (like volatility surface, risk free rate etc) used in valuation of derivative instruments
- Verification of payoff calculations included in documentation/term sheet of derivative instruments/transactions
- Set up the market risk framework covering all types of exposures related to derivatives – risk limits for greeks, VaR, stress numbers etc & monitoring of same
- Ongoing monitoring of various aspects of exotic options instruments like knockouts, contingent events, etc
- On maturity of transaction/deal, independently checking and ensuring that deal payoffs are as per terms & conditions in original document/term sheet
- Preparation of risk analytics reports and update to Risk Management Committee & other stakeholders on periodical basis
- Ensure compliance to process controls implemented in various areas of deal origination, trading, redemption, ongoing monitoring, product approvals etc
- Ensure adequate disclosures relating to risk management & valuations are being made to comply with regulatory requirements i.e.in offer documents, company website etc
- Provide support to other operational wings i.e. treasury, finance, secretarial, compliance etc to ensure that all issues relating to derivatives are adequately monitored
CA/ MBA with minimum 4 years of experience. Should have sound knowledge of market risk management practices across various derivatives instruments
Position based with a large Financial group in Mumbai.
Interested candidates please mail at anish@dimensionshrd.com
Anish Handa
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Posted By
Posted in
Banking & Finance
Job Code
466095
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