Market Risk Manager-SUPPORT SERVICES-Risk

Job Title: Treasury Mid-Office, Mumbai
Designation: Manager
Overview of Functions:
 Accurate and timely reporting of Treasury P&L and Risks
 Monitoring of Market Risk Limits and timely alerts to Senior Management
 Capital Computation for Market Risk
 Submissions to regulatory authorities like RBI
 Maintenance of rates and curves in the Treasury system
 Rate-scan surveillance for treasury products and analysis
 Handling of audit requirements
Requirements:
 Excellent skills in Ms Excel (Knowledge of VBA, Python, SQL is a plus)
 Desire for exposure to Treasury Markets & Products
 Excellent attention to detail & adherence to timelines
 Highly motivated & a self-starter