Job Description
Identify, quantify, monitor, and manage non-traded market rate risks in the Banking Book using approved risk methodologies and techniques.
• Analyze and propose changes or enhancements to existing non-traded market risk methodologies and assumptions.
• Provide analytical support to develop and implement accurate non-traded market risk methodologies.
• Perform technical analysis to validate and test methodologies and assumptions.
• Present and report on non-traded market risk progress and exposures.
Role requirements
• Degree/Masters in a quantitative field such as Statistics, Mathematics, Finance, Economics stream, along with CFA or FRM certification.
• Strong knowledge of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB).
• Good understanding of financial markets and instruments, particularly in retail and wholesale products.
• Proficient IT skills, including Microsoft Office suite, statistical packages, and Acrobat Writer.
• Familiarity with industry accepted ALM risk techniques is beneficial
• Analyze and propose changes or enhancements to existing non-traded market risk methodologies and assumptions.
• Provide analytical support to develop and implement accurate non-traded market risk methodologies.
• Perform technical analysis to validate and test methodologies and assumptions.
• Present and report on non-traded market risk progress and exposures.
Role requirements
• Degree/Masters in a quantitative field such as Statistics, Mathematics, Finance, Economics stream, along with CFA or FRM certification.
• Strong knowledge of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB).
• Good understanding of financial markets and instruments, particularly in retail and wholesale products.
• Proficient IT skills, including Microsoft Office suite, statistical packages, and Acrobat Writer.
• Familiarity with industry accepted ALM risk techniques is beneficial
💡 Quick Summary
Seeking a career-building opportunity? The Asset Liability Management position is now open for candidates interested in the Bank Jobs sector. This role in Mumbai offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.
