TMO role For a Leading Bank

Published date: 2024/01/10
  • Location: Mumbai, Maharashtra, India
TMO role For a Leading Bank

From 3 to 8 year(s) of experience

₹ Not Disclosed by Recruiter

Mumbai

or

Job Description

Roles and Responsibilities

The scope of job would broadly encompass all market risk related report preparation- day end and intraday, limit set up, changes and periodical inputs for reviews; portfolio valuation and workings on valuation models; product performance reviews; VaR computation, stress testing and back testing of VaR, sensitivity analysis, implementation of technology relating to market risk functioning; attend to audits relating to TMO/market risk including regulatory audits.

Roles and Responsibilities

1. TMO/Market Risk related report preparation

2. Participating and driving IT Implementations including user acceptance testing

2. Limit set up, changes and periodical inputs for reviews

3. Portfolio valuation and workings on valuation models

5. VaR computation, stress testing and back testing of VaR

6. Attend to all audits relating to TMO...
Company Name: TMO role For a Leading Bank From 3 to 8 year(s) of experience ₹ Not Disclosed by Recruiter Mumbai or Job Description Roles and Responsibilities The scope of job would broadly encompass all market risk related report preparation- day end and intraday, limit set up, changes and periodical inputs for reviews; portfolio valuation and workings on valuation models; product performance reviews; VaR computation, stress testing and back testing of VaR, sensitivity analysis, implementation of technology relating to market risk functioning; attend to audits relating to TMO/market risk including regulatory audits. Roles and Responsibilities 1. TMO/Market Risk related report preparation 2. Participating and driving IT Implementations including user acceptance testing 2. Limit set up, changes and periodical inputs for reviews 3. Portfolio valuation and workings on valuation models 5. VaR computation, stress testing and back testing of VaR 6. Attend to all audits relating to TMO...

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