Posted By
Posted in
Banking & Finance
Job Code
600248
Minimum experience: 3 years
Previous experience: Must be in a Bank in India handling Market Risk. Not the KPO experience. ALCO is not a part of Market Risk in our Bank.
1. Ensure Treasury Policies are reviews, updated and implemented. These Policies cover Market Risk, Investments, FX & Derivatives, Customer Suitability & Appropriateness Policy
2. Defining Risk Appetite for Market Risk
3. Market Risk Limits setting and monitoring exposure.
4. Determining Counter-party limits monitoring methodology
5. Valuation methodologies
6. Stress Testing - Market Risk
7. VAR & Back testing
8. New Product approvals - ensuring
9. Portfolio Reviews
10. Monitoring and oversight over Treasury risks other than Market Risk, such as operational processes, reporting processes, etc
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Posted By
Posted in
Banking & Finance
Job Code
600248