Job Title: Assistant Vice President – Treasury Risk Analytics  Location: Bangalore/ NCR  What is the focus of the function: Genpact Treasury Risk Analytics Team supports clients on Treasury Risk Management (Market/ Credit/Interest Rate Risk) , Exposure Management, Valuation (Derivatives & Balance Sheet), Asset Liability Management (Gap Management, NII Forecasting, EAR, MV & Duration Analysis), and Model Development / Validation . Genpact Treasury team is responsible for risk management for global funding, cash management, and treasury services for client’s worldwide operations. The Role involves working with the treasury risk teams for Asset Liability Committee (ALCO) reporting, financial disclosure & risk management.  How does the role add value?  Build Treasury Analytics in the areas of Market Risk, Credit Risk & Interest Rate Risk. This competency is being developed and we need a strong technical person who commercial savvy to build and grow  Key Roles and Responsibilities :  - Limit monitoring of credit exposure on a daily basis   - Financial disclosure reporting of derivative (FASB) and off balance sheet exposures  - Level III classification and disclosure reporting   - Team management of a large team involved in risk management services to the client   - Account management and relationship management  - Business development of risk management services across risk horizontal and global clients  What are the minimum prior qualifications to be an applicant for this role?   - 10 – 12 years of relevant experience   - Team management and Leadership skills   - Strong understanding of Market Risk concepts like VAR, Stress testing, Economic capital Estimation, Volatility Analysis, Scenario Analysis.  - Strong understanding of Credit risk concepts like Credit Value adjustment, Credit Exposure and Counterparty Credit Risk  - Quantitative skills in Model Development and Validation. Develop and test models used to estimate VaR (Parametric & Non Parametric), Stress Tests, Validate Market Valuation and Interest Rate risk models, EaR, Market Data Models, Yield Curve Construction, Calibration of existing models.  - Strong understanding of Financial Markets with increased focus on Credit, Market & Interest Rate Risk framework of both Balance Sheet Products and Derivatives. Exposure to treasury products such as Interest rate swaps, currency swaps, cross currency swaps, credit default swaps, swaptions, caps & floors  - Strong understanding of Credit Ratings & Ratings Migration  - Engineering graduate or MBA with experience in financial markets, capital market   - FRM / PRMIA or risk management certification will be an added advantage  - Subject matter expert (SME) on risk management for fixed income products   - Team management and Leadership skills

Delhi NCR

Bangalore

Genpact - AVP - Treasury Risk Analytics   

Genpact - AVP - Treasury Risk Analytics    ,Job Description for Genpact - AVP - Treasury Risk Analytics    in Genpact in  Delhi NCR Bangalore for (10-12) years of experience. Apply Now!

Job Description for Genpact - AVP - Treasury Risk Analytics    in Genpact in  Delhi NCR Bangalore for (10-12) years of experience. Apply Now!