Senior Manager/AVP/DVP Market Risk - BFSI

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