Job Description
• Ensure accurate monitoring of treasury desks’ performance, Market Risk limits, rate-scan tests (Rate reasonability tests),treasury desks’ adherence to regulatory guidelines and mandates of Board and senior management. Ensure timely alerts based on this monitoring.
• Ensure accurate & timely risk reporting to Board of Directors, Board Committees, Senior Management and regulators. Continuous enhancement of risk reports in accordance with changing risk profile of Treasury.
• Ensure accurate and timely computation of Market Risk Capital for the Bank.
• Ensuring accurate Value-at-Risk computation, back testing and Stress-Testing.
• Ensure functioning of Treasury Middle Office in compliance with all regulatory & internal guidelines. Conduct research to identify global industry best-practices & implementation of the same in Treasury Middle Office.
• Interact closely with Treasury Dealers, Treasury Operations, and Finance. Develop an in-depth understanding of treasury products & strategies Ensure that monitoring and reporting performed by Treasury Middle Office captures risks accurately & comprehensively.
• Closely monitor Treasury Middle Office performance, identify opportunities & lead initiatives to streamline processes.
• Implementation of automation projects & systems in Treasury Middle Office.
• Ensure accurate monitoring of Operational Risk metrics for Treasury and providing timely alerts
• Ensure accurate & timely risk reporting to Board of Directors, Board Committees, Senior Management and regulators. Continuous enhancement of risk reports in accordance with changing risk profile of Treasury.
• Ensure accurate and timely computation of Market Risk Capital for the Bank.
• Ensuring accurate Value-at-Risk computation, back testing and Stress-Testing.
• Ensure functioning of Treasury Middle Office in compliance with all regulatory & internal guidelines. Conduct research to identify global industry best-practices & implementation of the same in Treasury Middle Office.
• Interact closely with Treasury Dealers, Treasury Operations, and Finance. Develop an in-depth understanding of treasury products & strategies Ensure that monitoring and reporting performed by Treasury Middle Office captures risks accurately & comprehensively.
• Closely monitor Treasury Middle Office performance, identify opportunities & lead initiatives to streamline processes.
• Implementation of automation projects & systems in Treasury Middle Office.
• Ensure accurate monitoring of Operational Risk metrics for Treasury and providing timely alerts
💡 Quick Summary
Seeking a career-building opportunity? The Market Risk |multiple positions|Leading Bank 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.
