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
6.Stress Testing Market Risk
7.VAR & Back testing
8.New Product approvals ensuring
10.Monitoring and oversight over Treasury risks other than Market Risk, such as operational processes, reporting processes, etc.