Website A K Capital Services
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
To apply for this job please visit www.iimjobs.com.
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