Job Description

Risk:Treasury Mid Office - Team
INTERNAL USAGE:
No. of Vacancies: Reports to:
Is a Team leader Y/N Team Size:

Grade: DM
Business: Corporate Center Department: Risk Sub-Department: -
Location: CO
About Risk
The Risk department ensures that the Banks risk is managed through a risk management architecture as well as through policies and processes approved by the Board of Directors encompassing independent identification, measurement and management of risks across the various businesses of the Bank. The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks
AbouttheRole
The scope of job would broadly encompass all market risk related report preparation - day end and intraday, limit set up, changes and periodical inputs for reviews portfolio valuation and workings on valuation models product performance reviews VaR computation, stress testing and back testing of VaR, sensitivity analysis,



implementation of technology relating to market risk functioning attend to audits relating to TMO/market risk includng regulatory audits Capital charge computation for market risk and reporting market risk dashboard.
Key Responsibilities
TMO/Market Risk related report preparation

Limit set up, changes and periodical inputs for reviews

Portfolio valuation and workings on valuation models

Responsible for maintaining the Market Risk Dashboard

Responsible for product performance reviews

Responsible for VaR computation, stress testing and back testing of VaR

Drive the implementation of technology relating to market risk functioning

Attend to all audits relating to TMO/ market risk

Responsible for the capital charge computation for market risk and reporting

Qualifications
Graduate/Post-graduate MBA/CFA/FRM equivalent qualifications in Finance/Investment and knowledge of IT would be preferred

Role Proficiencies:
Solid kn

📌 Risk:Treasury Mid Office (Mumbai)
🏢 Axis Bank
📍 Mumbai