Market Risk Specialist - Bank

Business Function:

- Risk Management Group works closely with business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile.

- We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.

Responsibilities:

- Computation of Market Risk measures & monitoring in line with Bank's risk appetite and regulatory framework.

- Coordinate with different stakeholders in the Bank and at HO to ensure market risk governance and reporting.

- Interact with senior management and committees in areas relating to market risk.

- Coordinate with auditors to ensure compliance.

- Monitoring & reporting the risk metrices in market risk and regulatory reporting.

- Ensure compliance with internal and regulatory guidelines.

- Use analytical methods for measuring and validating market risk metrics.

- Performing stress testing and analyzing the impact.

- System testing and validation of new products and risk functionalities.

- Highlight to senior management areas of concern in the areas of market risk.

- Assist in annual review of market risk limits and policies.

- Handling audit queries/requirements or issues raised by various departments and resolving it on timely basis.

- Liaising with HO in matters related to market risk

- Automation of market risk related processes/sub processes based on feasibility

- Handle Business Continuity Processes and Disaster Recovery activities associated to the unit.

Requirements:

- At least 3-5 years of experience in Market Risk.

- University graduation

- CA/MBA /PGDBA or equivalent preferred

- CFA, FRM equivalent preferred

- Good analytical skills in MS office suite especially MS excel.

- Ability to work and interact with the team, peers and seniors.

- Knowledge about Banking and regulations.

- Knowledge of data handling and coding will be an asset.

- Knowledge of Treasury products & systems, their valuation, regulations and the risk associated with them will be a plus.

- Knowledge of both assets and liability products offered by the Bank will be a plus.