Team Member Trading and Investment Portfolio Risk

SECTION II : ROLE SUMMARY

The role holder is responsible to measure, monitor & analyze Market Risk for Trading Book of the bank and sensitize Financial Market Team / ALCO / RMC on possible excesses of the limits through computation / analysis of various risk parameters e.g. VaR, NOOP, AGL, Stress testing etc.

SECTION III : KEY RESPONSIBILITIES / ACCOUNTABILITIES

Strategic / Managerial Responsibilities

Core Responsibilities

• Good understanding of Financial market products and their valuation e.g. Derivatives, Bonds etc. Working knowledge of Valuation software like Murex
• Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement.
• Proactive Risk Management and reporting of Trading Book Risk reports to RBI or Board / RMC / ALCO
• Improvement in MIS framework and Implementation of updated guidelines on timely basis
• Address the queries with satisfactory resolution of queries or comments from various Audits and RBI
• Understanding of Trading Book Risk Framework e.g. VaR, NOOP, AGL, Stress testing etc.
• Interaction and Query resolutions with multiple teams like Relationship managers, Financial Market, Middle Office, Back office etc.

People Management Or Self-Management Responsibilities

Risk And Internal Control Responsibilities

SECTION IV : KEY INTERACTIONS

Key Internal Interactions

Purpose of Interaction

ALCO, RMC and Top Management

Financial Market Dealers

FMMO / FMO

Compliance

IAD

Key External Interactions

Purpose of Interaction

RBI

SECTION V : KNOWLEDGE & EXPERIENCE

KNOWLEDGE

Minimum Qualifications

Professional Certifications

Language Skills

Experience

Years of Experience

Nature of

Experience

Skills Required

Stress Testing, Market Risk, VaR, Murex