Head - Market Risk - BFS (18-25 yrs)

The key roles and responsibilities include:

- Supervision of Market Risk Management: Overall responsibility for the Market Risk Management function of the Bank, ensuring effective oversight and management of all market risk-related activities.

- Policy Development and Review: Farming, implementing, and periodically reviewing the Bank's Market Risk Management policies, aligning them with regulatory guidelines and industry best practices.

- Compliance and Reporting: Ensuring adherence to applicable regulatory and statutory guidelines related to market risk, including periodic reporting to the relevant authorities and internal committees.

- Asset Liability Management (ALM): Acting as a member/convener of the Asset Liability Management Committee (ALCO) to manage and mitigate market risk effectively.

- Risk Modelling and Analytics: Developing and validating risk models related to market risk, performing analytics to support decision-making, and ensuring calibration of risk models as per regulatory requirements.

- Risk Tolerance and Appetite Framework: Defining and maintaining the risk appetite framework specific to market risk, including setting qualitative and quantitative tolerance levels.

- Implementation of Regulatory Frameworks: Overseeing the implementation of BASEL III Capital Regulations pertaining to market risk for Financial Institutions.

- Representation and Advocacy: Representing the Bank in various forums on matters related to market risk management.

- Continuous Improvement: Driving ongoing improvements in market risk practices and policies to align with evolving regulatory standards and business requirements.

- Crisis Management for Market Risk: Supporting the development and execution of market risk-related elements of the Bank's Business Continuity Planning (BCP) framework.

- Other Duties: Performing any other market risk-specific tasks entrusted by the Bank from time to time.