Senior Vice President - Market Risk - Investment Bank

We have opening for Sr.VP - Market Risk in one of the Leading Investment Banking MNC in Mumbai location.

Skill Set :

Market Risk. VAR stress testing.

Exp : 10 to 20 yrs.

Knowledge on FX and Interest rate products.

Designation : Sr.Vice president .

JD :

- Management of Market Risk for India treasury portfolio through Review and monitoring of risk limits, Portfolio analysis, Stress testing and back testing, review market data used for valuation Review new product from market risk perspective Process review and implementation

- Preparation and monitoring portfolio wise P&L for treasury Support/Guide other departments regarding market risk Valuation validation and risk models validations

- Capital charge for market risk computation as per regulatory guidelines

- Designing templates ALM activities Regulatory reporting such as STL, IRS, DGap and DLR as per prescribed frequency

- Participate in ALCO for discussing limits and utilization of limits with stake holders System development and testing for market risk Audit handling for market risk and ALM audit (statutory/Concurrent/Regulatory) Review regulatory circulars issued for market risk management and ALM