Job Title

ROLE SUMMARY The role holder is responsible to measure, monitor & analyze Market Risk for Trading Book of the bank and sensitize Financial Market Team /ALCO/RMC on possible excesses of the limits through computation/analysis of various risk parameters e.g. VaR, NOOP, AGL, Stress testing etc. KEY RESPONSIBILITIES/ ACCOUNTABILITIES Strategic/ Managerial Responsibilities Core Responsibilities Good understanding of Financial market products and their valuation e.g. Derivatives, Bonds etc. Working knowledge of Valuation software like Murex Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement. Proactive Risk Management and reporting of Trading Book Risk reports to RBI or Board/RMC/ALCO Improvement in MIS framework and Implementation of updated guidelines on timely basis Address the queries with satisfactory resolution of queries or comments from various Audits and RBI Understanding of Trading Book Risk Framework e.g. VaR, NOOP, AGL, Stress testing etc. Interaction and Query resolutions with multiple teams like Relationship managers, Financial Market, Middle Office, Back office etc. People Management or Self-Management Responsibilities Optimization of available resources with aim to enhance productivity Planning with aim to build future team leaders with continuous knowledge development Back up availability for all activities covered under Trading Book Risk. Mentor team members on Trading Book Risk Management for active monitoring Risk and Internal Control Responsibilities Same as Core responsibility KEY INTERACTIONS Key Internal Interactions Purpose of Interaction ALCO, RMC and Top Management Submission of ALCO MIS and Coordination for ALCO/RMC meetings Financial Market Dealers For active management of Trading Book Risk and Compliance FMMO / FMO For computation of various risk / exposure Reports Compliance RBS Submissions Clarifications for guidelines RBS Audit IAD Internal audit of Market Risk Key External Interactions Purpose of Interaction RBI Clarifications for guidelines Submission of feedback to draft guidelines RBS Audit query resolutions KNOWLEDGE & EXPERIENCE KNOWLEDGE Minimum Qualifications CA / MBA Professional Certifications FRM Language Skills English EXPERIENCE Years of Experience 2-5 Nature of Experience Trading Book Market Risk