Risk:Market Risk Team
Published date: 2026/11/06
- Location: Mumbai, Maharashtra, India
The Market Risk team supervises over the market activities. The team ensures that the market risk exposure is in compliance with the overall risk appetite and philosophy of the Bank as defined by the Board of Directors. The team also ensures compliance to the policies and processes defined by the bank
Key Responsibilities
• Manage the Forex and Derivative portfolios and report the intraday and overnight limit breaches by the dealer, if any
• Compute and report VAR (Value at Risk), which is the amount which is lost due to forex and derivative handling.
• Monitor the Profit/Loss Accounts for the forex and derivative dealers
• Compile RBI returns and ensure submission on daily, weekly, and monthly basis.
• Monitor the Net Open Position (NOP)
• Monitor the PVO1, where change in the value of the portfolio has to be measured.
• Perform User Acceptance Test (UAT) where systems generate automated report thus reducing the manual intervention
Qualifications:
Optimal qualification for success on the job is:
• MBA (Finance) from a recognized institute. CA/ FRM would be an added advantage
Role Proficiencies:
For successful execution of the job, the candidate should possess the following:
• Expertise in Excel and in the functional domain
• Proficiency in analyzing Risk
• Result Orientation and Business Acumen
Key Responsibilities
• Manage the Forex and Derivative portfolios and report the intraday and overnight limit breaches by the dealer, if any
• Compute and report VAR (Value at Risk), which is the amount which is lost due to forex and derivative handling.
• Monitor the Profit/Loss Accounts for the forex and derivative dealers
• Compile RBI returns and ensure submission on daily, weekly, and monthly basis.
• Monitor the Net Open Position (NOP)
• Monitor the PVO1, where change in the value of the portfolio has to be measured.
• Perform User Acceptance Test (UAT) where systems generate automated report thus reducing the manual intervention
Qualifications:
Optimal qualification for success on the job is:
• MBA (Finance) from a recognized institute. CA/ FRM would be an added advantage
Role Proficiencies:
For successful execution of the job, the candidate should possess the following:
• Expertise in Excel and in the functional domain
• Proficiency in analyzing Risk
• Result Orientation and Business Acumen
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