103 V-Konnect Associates Jobs
Sr Manager-Market Risk Management
V-Konnect Associates
posted 2y ago
Fixed timing
Key skills for the job
1.Market Risk Policies (Investment, ALM, Resource planning) formulation, review and preparation of Board notes for approval
2.Preparation of ALCO / Board notes related to Market Risk function
3.Market Risk limits set up based on organization appetite
4.Review of limits with Treasury functions and Management
5.Monitoring and reporting of Market Risk Limits including Liquidity ratios, Liquidity Coverage Ratio, Interest rate risk measurement tools (EaR, DoE computation)
6.Computation of Positions vis a vis Limits availability as per policy regulator defined guidelines
7.ICAAP process - Stress testing (Liquidity/MR/IRRBB) of the portfolio
8.Back testing of the portfolio
Employment Type: Full Time, Permanent
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2-3 Yrs