Senior Analyst/associate - Market Risk - Liquidity

Ikya Human Capital Solutions Pvt Ltd
  • Mumbai
  • 10-15 lakh
  • 1-5 years
  • Views
  • 15 Sep 2016

  • Finance/ Accounts

  • IT/ Technology - Software/ Services
Job Description

Role & Responsibilities of the position in brief:

- Stress testing primary purpose is to ensure that all material risk concentrations are understood and consistent with the Firm risk appetite and business strategy

- Stress testing is carried out on a regular basis to ensure that the Firm has sufficient resources to continue to do business in the event of a severe downturn scenario beyond the reach of VaR/Economic Capital

- Generate the Liquidity Impact to the firm under various stress scenarios and report it to Senior Management and regulators on a weekly and monthly basis

- Deep dive of Liquidity impact numbers to understand the major drivers of Collateral flows

- The incumbent will have to have strong analytical bent to dissect the overall numbers into it principal components of SFT, FO and OTC (on an entity basis) to be able to justify not just the impact numbers but also the change on week on week/month on month basis

- Implementing improvements to Liquidity reporting in order to provide effective key risk management information to senior management

- Identifying discrepancies in feed data and working with IT/Data Legal/On-boarding team and other supporting functions to correct erroneous feeds

- Answer ad-hoc requests around Liquidity Reporting process and data to Treasury team members and senior management.


- Market Risk experience/Liquidity Management

Competencies/Skill sets for this job

Market Risk VAR Stress Testing

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