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1451632

Senior Manager/AVP - Market Risk/Treasury - Mid-Office Function - BFSI

caution
7 - 20 Years.Mumbai
Posted 5 months ago
Posted 5 months ago

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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