VP - Valuation & Market Risk Control - Bank

We have an Urgent Opening for VP Valuation & Market Risk Control for one of the leading MNC Bank.

Location : Mumbai

Please got through the JD for the Said opening

JOB DESCRIPTION:

- The incumbent will be part of the Valuation Control team and will be a Team Leader for 3-4 member team responsible for daily and periodical Product Control and Market Risk Control activities for the Global Markets Business

- The Product Control team performs activities like Daily P&L analysis and reporting, Monitoring of Market Risk Limits, Financial & Regulatory Reporting for Global Markets, Ensuring Correct Valuations of products, rate scan and margin appropriateness of Treasury Transactions, RWA and capital computations, stress testing, ensuring Financial control over the Treasury Balance Sheet etc.

- Market risk excess reporting and control

- Capital Adequacy analysis and reporting,

- Control over Valuation Models and Day 1 P&L / FVA reserving policy and controls.

- Benchmark Rate Submission Monitoring

- Ensure proper control on Treasury Trading activities

- Transfer pricing of interest rate risk from commercial/retail bank to BSM and process controls around the same.

- New products due diligence and reviews.

- Ensure controls over books and permitted instruments monitoring.

- End of day rate sourcing, updation and regular review.

- Off Market Rate Checking and Margin Monitoring

- Facilitate, control and monitor Treasury Hedging activities

- Handle capital adequacy analysis (local and FSA/HKMA) and reporting

- Ensure that SOX processes are followed, identifying deficiencies/inefficiencies.

Interested candidates can forward their updated CV with following information:

Total Experience:
Exp in Valuation:
Experience in Market Risk:
Experience in Product Control:
Current Organization:
Current Designation:
Current CTC:
Expected CTC:
Notice Period:
Current Location:
Preferred Location:
Reason for change:

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