Job Description

1. Market Risk Policies (Investment, ALM, Resource planning) formulation, review and preparation of Board notes for approval
2. Preparation of ALCO / Board notes related to Market Risk function
3. Market Risk limits set up based on organization appetite
4. Review of limits with Treasury functions and Management
5. Monitoring and reporting of Market Risk Limits including Liquidity ratios, Liquidity Coverage Ratio, Interest rate risk measurement tools (EaR, DoE computation)
6. Computation of Positions vis a vis Limits availability as per policy & regulator defined guidelines
7. ICAAP process - Stress testing (Liquidity/MR/IRRBB) of the portfolio
8. Back testing of the portfolio
Key Skills: Market Risk Management
Market Risk Policies
Internal Control,
ALM
Liquidity Coverage Ratios
Location: Mumbai
Required Experience: 3-8 yrs
Positions: 1
Contact Person: Mamta Chauhan
Email ID: mamta.chauhan@v-konnect.com

Skills Required