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