Risk:Treasury Mid Office - Team

Experience: 8 - 12 Years

Risk:Treasury Mid Office - Team

Internal Usage:

No. of Vacancies: Reports to:

Is a Team leader?Y/NTeam Size:

Grade:DM

Business:Corporate Center Department:�Risk Sub-Department:-

Location: CO

About Risk

The Risk department ensures that the Bank�s risk is managed through a risk management architecture as well as through policies and processes approved by the Board of Directors encompassing independent identification, measurement and management of risks across the various businesses of the Bank. The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks

About the Role

The scope of job would broadly encompass all market risk related report preparation - day end and intraday, limit set up, changes and periodical inputs for reviews; portfolio valuation and workings on valuation models; product performance reviews; VaR computation, stress testing and back testing of VaR, sensitivity analysis, implementation of technology relating to market risk functioning; attend to audits relating to TMO/market risk includng regulatory audits; Capital charge computation for market risk and reporting; market risk dashboard.

Key Responsibilities

� TMO/Market Risk related report preparation

� Limit set up, changes and periodical inputs for reviews

� Portfolio valuation and workings on valuation models

� Responsible for maintaining the Market Risk Dashboard

� Responsible for product performance reviews

� Responsible for VaR computation, stress testing and back testing of VaR

� Drive the implementation of technology relating to market risk functioning

� Attend to all audits relating to TMO/ market risk

� Responsible for the capital charge computation for market risk and reporting

Qualifications

Optimal qualification for success on the job is:

� Graduate/Post-graduate;� MBA/CFA/FRM equivalent qualifications in Finance/Investment and knowledge of IT would be preferred

Role Proficiencies:

� Strong knowledge of regulatory guidelines, treasury products and markets

� Preferably exposure to Forex, trade finance, treasury and capital market related activities

� Any knowledge of Treasury and Investment products, financial markets

� Working knowledge of forex business

� Proficiency in MS-Excel, macros, SQL etc

� Should have high level of motivation and be a fast learner