Requirements :
- 2–8years of experience in Market & Liquidity Risk in banks or risk consulting.
- Positive understanding of risk frameworks, treasury products, valuation, and sensitivities.
- Knowledge of LCR, NSFR, Structural Liquidity Statement, and related concepts.
- Familiar with RBI / IFSCA regulations for risk management.
- Responsible for handling Market Risk & Liquidity Risk management functions.
Roles and Responsibilities :
- Valuation of treasury portfolios including Forex, Fixed Income, Derivatives, Equity, and structured products.
- Monitor and calculate liquidity ratios like LCR, NSFR, SLS, and ALR.
- Prepare and submit key reports (ALR, ALO, etc.) in coordination with stakeholders.
- Track risk metrics such as Va R, Modified Duration, PV01,



and Greeks.
- Perform scenario analysis and stress testing for trading portfolios.
- Conduct back testing and analyze exceptions.
- Calculate market risk capital and Risk Weighted Assets (RWA).
- Validate market data and portfolio positions.
- Perform P&L; attribution analysis based on market movements.
- Stay updated on regulatory changes in market risk.
- Submit regulatory reports to RBI/IFSCA, including RBS data.
- Support audits and handle audit queries.
- Manage counterparty credit exposure under RBI guidelines.

📌 Market Risk Analyst (Mumbai)
🏢 IndusInd Bank
📍 Mumbai