Manager - Market Risk Group - Bank - IIM/FMS/IIFT/TISS/MDI/ISB

Company - Bank

Group : Market Risk Group

Grade : Manager

Location : Mumbai

Key Deliverables :

- Monitoring key developments in the market and assessing the impact of the same on the Bank's treasury portfolio

- Reviewing market trends based on review of research reports and interaction with market participants

- Engaging with dealers periodically to exchange market views and ascertain market trends

- Reviewing other risk reports such as stress testing analysis, VaR backtesting, scenario analysis pertaining to credit exposure of derivatives and using the results of the same for further analysis

- Monitoring the positions of various trading groups based on reports circulated

- Identifying any sharp buildup of risk positions and exploring reasons for the same

- Circulating reports based on above assessment to seniors in Risk, ALM, etc

Person Requirements : MBA from a premium institute with at least 1-5 years of experience. Strong analytical / quant skills.