Market Risk - Indian Bank ( AVP / DVP) Mumbai

Quotient Consultancy
  • Mumbai
  • 15-25 lakh
  • 4-9 years
  • Views
  • 07 Dec 2018

  • Business Analytics

  • Banking - Retail
Job Description

AVP/ DVP/VP1 Market Risk

Minimum Experience: 3 years
Previous experience: Must be in a Bank in India handling Market Risk. Not the KPO experience. ALCO is not a part of Market Risk in our Bank. 

1.Ensure Treasury Policies are reviews, updated and implemented. These Policies cover Market Risk, Investments, FX & Derivatives, Customer Suitability & Appropriateness Policy
2.Defining Risk Appetite for Market Risk
3.Market Risk Limits setting and monitoring exposure.
4.Determining Counter-party limits monitoring methodology
5.Valuation methodologies
6.Stress Testing Market Risk
7.VAR & Back testing
8.New Product approvals ensuring
9.Portfolio Reviews
10.Monitoring and oversight over Treasury risks other than Market Risk, such as operational processes, reporting processes, etc.

Competencies/Skill sets for this job

VAR Market Risk Derivatives Stress Testing FX Valuation New Product

Job Posted By

Amogha .

About Organisation

Quotient Consultancy