Industry : NBFC
Sub Department : Risk/Underwriting
Department : Finance & Accounts
: New Prabhadevi Road
: Mumbai
: India
: 12 - 14 p.a (INR Lacs)
: 2 - 4 Year
Location : Mumbai
Job description
Hiring for Market Risk role in our Risk team
Designation - Manager Risk
1. Working closely with Treasury to make sure relevant risk factors are properly identified and modelled in risk systems
2. Developing and maintaining an appropriate market risk limits framework and monitoring compliance
3. Investigating and escalating limit breaches
4. Developing and maintaining stress testing and market risk models
5. Regulatory compliance requirements
6. Coordinating with internal and statutory auditors, ensuring completion of internal, statutory and external audits within time frame as per standard framework of guidelines
7. Computation of market risk capital charge as part of ICAAP assessment
8. Experience in monitoring of Liquidity risk and interest rate risk will have additional preference
38, 39, 48
Qualification
CA / MBA / Postgraduate
Skills
1. Minimum of 2 years of experience in market risk management preferably in BFSI space
2. Good understanding on financial products especially on treasury markets
3. Understanding of key risk factors and how they are measured for FX forwards and options, fixed income securities and IR derivatives
4. Knowledge of VaR and stress testing methodologies
5. Ability to understand numbers quickly and familiar on statistical concepts
6. Should have collaborative work style to engage with peers and colleagues