Team Member - Market Risk

Grade: AVP/DVP Job description Responsibility: 1. Treasury Middle-Office (TMO) functions including: · Treasury P&L calculation, attribution, reconciliations and management reporting · Monitoring & reporting of Market Risk Limits · Performing Stress Testing, Scenario Analysis, Rate Scan · Market Risk Capital Charge Computation · Regulatory Reporting for Market Risk including RBS, RBI Stress Testing etc · Risk Notes to the ALCO and Board of Directors · Accuracy of all TMO monitoring & reporting {Aim must be ‘zero error’. All possible checks and controls must be ensured. Constant drive to automate & remove manual interventions}· Timeliness {Constant drive to make reporting faster. Strive towards real-time reporting}· Efficiency {achieve more with less}· Reduce person-dependency in the TMO team by building back-ups within the team and meticulous documentation of all processes. · TMO Monitoring & reporting must be designed to provide insights to management · Compliance with all regulatory & Bank policy requirements. The department must ensure best performance in all audits and regulatory assessments/inspections. · Constantly benchmarking with industry best-practices. 2. The manager must constantly re-engineering Treasury Middle-Office processes. 3. Functional leadership in IT Automation projects for Treasury Middle-Office 4. Ensuring compliance of Treasury with all regulatory guidelines 5. Liaison with Regulators, Internal, Statutory and Concurrent Auditors and ensuring that Treasury Middle Office meet all requirements Requirements: · The candidate have around 8 years’ experience in Treasury Middle Office/Market Risk function · CA or MBA from a reputed institute · Strong technical skills (particularly in Ms Excel). Knowledge of VBA, Python, SQL is a plus · Must be able to maintain good professional working relationships with all other departments including Treasury Front & Back office, Compliance, Internal Audit, other Risk Management functions. · Must be able to lead the team ably, be able to set and execute targets. He must be able to guide, mentor and motivate his team towards success.