Risk:Treasury Mid Office – Team – Axis House

AXIS Bank

  • Full Time

To apply for this job please visit axiscareers.axisbank.co.in.

bout Risk:

The Risk department ensures that the Bank’s risk is managed through a risk management architecture as well as through policies and processes approved by the Board of Directors encompassing independent identification, measurement and management of risks across the various businesses of the Bank. The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks

About the Role:

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 includng regulatory audits; Capital charge computation for market risk and reporting; market risk dashboard.

Key Responsibilities

·         TMO/Market Risk related report preparation

·         Limit set up, changes and periodical inputs for reviews

·         Portfolio valuation and workings on valuation models

·         Markert Risk Dashboard

·         Product performance reviews

·         VaR computation, stress testing and back testing of VaR

·         Implementation of technology relating to market risk functioning

·         Attend to all audits relating to TMO/ market risk

·         Capital charge computation for market risk and reporting

·         Strong knowledge of regulatory guidelines, treasury products and markets 

Qualifications:

Optimal qualification for success on the job is:

·     Graduate/Post-graduate; MBA/CFA/FRM equivalent qualifications in Finance/Investment and knowledge of IT would be preferred.

Role Proficiencies:

For successful execution of the job, the candidate should possess the following:

·         Preferably exposure to Forex, trade finance, treasury and capital market related activities

·         Any knowledge of Treasury and Investment products, financial markets

·         Any working knowledge of forex business

·         Any proficiency in MS-Excel, macros, SQL etc

 

 

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