Vice President - Market Risk & Portfolio Risk - Bank

VP - Market Risk & Portfolio Risk

- VP Market Risk effectively implements & manages Market risk for the bank as per policy and framework. Also responsible for Portfolio Analytics, risk systems and processes.

Key Responsibilities :

- Responsible for overall management of the Market Risk function, Design & Implementation of Market Risk monitoring system including VAR and data warehouse for Market Risk exposures including back testing of parameters and models.

- Responsible for all Enterprise Risk Reporting & Analytics for Credit Portfolios to Board, Senior Management and Regulators. Analysis and Oversight of Bank's Credit Portfolio, Sectorial Concentrations, Segment-wise Details, etc.

- Ensure Risk processes and systems are commensurate and aligned with Business needs. Conceptualize data and process projects to improve overall efficiency and productivity of the unit, which enable the Bank to scale up and achieve its strategic growth objectives. Drive these projects to closure.

- Establish Reputation Risk process and identify, assess, and communicate Reputation Risk issues to relevant stake-holders

- Oversight of Treasury - Mid-Office/ Back-office from Limits monitoring/ Valuation perspective

- Overall Management of Internal Rating system

- Ensure that Treasury and Credit Risk Policies are reviewed at regular intervals and factor in changes to business needs as well as regulatory expectations.

- Preparation of ICAAP Document covering all Risks on Annual Basis as well as responsible for quarterly reviews

- Member of Core Team for RBS Data verification for RBS and coordinate with RBI SSM in related areas.

- As VP of Market Risk & Portfolio, be involved in various Committees like Treasury Investment Committee, and other Risk Committees.