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Posted in
Banking & Finance
Job Code
1451632
Position : Senior Manager/ AVP
Location : Mumbai
Looking for candidates only from Mumbai.
Qualifications: CA/MBA (FRM will be preferred)
Experience: Minimum Experience of 7+ Years in Market Risk/Treasury Mid-Office Functions
Responsibilities:
Market Risk Monitoring:
- Preparation of various market risk portfolio reports for monitoring market risk at portfolio level.
- Movement of securities and preparation of reconciliations among various CCIL systems.
- RBI Submissions: Preparation and submission of various RBI returns within the time lines efficiently and accurately viz. LCR, NSFR, LR, BLR, Capital Adequacy, PV01, VAR etc.
- Operational Risk Monitoring: Monitor key operational risk indicators and conduct risk control self-assessment and operational risk reporting.
- Valuations: Prepare periodic valuations for portfolio and derivative internal and external reporting.
Management Information System(MIS):
- Preparation of risk analytical reports for market and operational risk monitoring and control.
- Reports are per RBI and HO regulations for risk reporting.
- Conduct stress testing. Perform behavioral analysis. Prepare agenda for ALCO/RMC committees.
- Mid Office: Preparation of periodic valuations and reporting
- Statutory Audit: Provide information during audit/inspections, preparation of Notes to Account and Piller III, ICAAP reporting.
- RBI Inspections: Preparation of RBS data points for inspection and data/information required during the inspection.
- Risk Limit Monitoring: Preparation of reports for monitoring various risk limits.
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Posted By
483
JOB VIEWS
107
APPLICATIONS
18
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Banking & Finance
Job Code
1451632
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