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Job Description
Role: VP - Market Risk
Location: Mumbai
Role Purpose: Lead the market risk function for the NBFC/group, covering the fixed-income investment/trading book, interest-rate risk and related market exposures.
Job Responsibilities:
- Own market risk on the treasury and investment book: G-Secs, SDLs, corporate bonds and CPs.
- Set and monitor limits on duration, PV01, VaR and concentration, and escalate breaches the same day.
- Run stress tests and scenario analysis for rate and spread moves; present results to the Risk Committee.
- Provide market risk inputs to ALCO/Risk Committee and work closely with Treasury, Investments, Finance and Credit.
- Review valuation and mark-to-market practices in line with RBI investment norms.
- Keep the market risk policy current and ready for audit and RBI inspection.
- Lead and develop a small team.
Experience & Qualification:
- 8 - 12 years in market risk at a bank, PD or treasury-heavy NBFC.
- CA/MBA/FRM preferred
Skills
Risk ManagementMarket RiskTreasuryBankingCACaFinanceIf a job posting appears fraudulent, asks for payment, contains misleading information, or violates our guidelines, please report it immediately. Our team will review it promptly, Jobaaj does not charge any fee from the applicants.
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