Market Risk Role | Bank |3|7 yrs|

Market Risk role with a Bank Client is a well known Pvt sector Bank and is rated among its peers. The role is across all levels; based on work exp Work Location: GIFT City, Ahmedabad Role Specs : - Monitoring and Reporting of several Risk Parameters (Limits) VaR, PV01, Stop-Loss, AGL, NOOP etc, on real time/daily basis. - Market risk capital charge calculation as per Basel II and Basel III. - Developing relevant Stress scenarios and testing the trading and banking books under these...