We are recruiting for the vacancy of Risk Manager opening with leading Foreign Bank, Gurugram Location.
JOB SUMMARY
The Risk Manager will be responsible for having an effective and a strong risk management programs at the
bank. He/she will contribute to the strategic direction of the Bank through the development and implementation
of Risk Management strategies, policies and procedures in support of the Bank’s business goals. The
candidate will work closely with the Management and take an active role on strategic decisions of the
organization.
WORK RESPONSIBILITIES
1. Responsible for oversight & amp; management of Market Risk in the Bank Regulatory reporting to RBI related to Liquidity such as LCR/BLR/ALM/IRS/SLS/NSFR etc.
2. Support the Management of the Bank in establishing the appropriate Risk-Appetite & Risk-Limits for market risk and monitoring of various Limits.
3. Recommend the most appropriate framework keeping in view the Reserve Bank of India and HQ guidelines
into considerations.
4. ICAAP/ CRAR calculation/ stress testing/ formation of policies, Regulatory reporting (LEF/LRR/RCA3)
5. Provide continuous inputs to Senior Management taking into account the changing market environment.
Constant surveillance of all Market Risk
6. Ensure that Bank does not take unacceptable risks. For acceptable risks, controls and monitoring
framework must be ensured.
7. Ensure that the trading strategies used by Trading Desks are as per their desk & dealer mandates.
8. Collaborate and negotiate will all departments so that Market & Operational Risks Levels of the Bank are
kept at acceptable levels.
9. Monitor trade undertaken by Treasury department (including Rate Scan, Dealer Chat Surveillance, Market
manipulation checks etc).
10. Liaise with Regulators, Statutory Auditors etc.
11. Computation of Interest Rate Risk in Banking Book (IRRBB).
DESIRED SKILLS
1. 5 years of experience in Risk Management functions.
2. Good understanding of Basel framework & Regulatory Guidelines (pertaining to Market
Risk & Treasury).
3. Good Excel skills & knowledge of Treasury Systems. Analytical and Quantitative skills.
Ability & amp; willingness to learn, to perform new functions.
4. Excellent Knowledge of Treasury Products, Global Markets and the Regulatory Environment.
5. Should have good understanding of industry and risk management, knowledge of regulations, legal
framework.
6. Ability to handle senior stakeholders (both nationally & internationally).
7. Excellent communication skills (verbal & written).
8. Should be able to think strategically and provide solutions to the Management.
9. Result oriented.
10. Education background – Graduation (min). Preferred – Post Graduation & RBI recognized certifications,
FRM/ PRM qualification