Job Role and Responsibilities
- Manage and oversee risk management activities for the Company's Treasury Desk, including proprietary trading portfolios.
- Identify, monitor, and report key market, credit, and liquidity risks; highlight key risk exposures to senior management.
- Analyze new and existing capital market products from a risk management perspective and recommend appropriate risk mitigation measures.
- Develop, review, and enhance risk management frameworks, including risk parameters, limits, and control processes.
- Perform sensitivity analysis, stress testing, VaR computations, back testing, and option risk analysis (Greeks, BlackScholes model, bond valuation, etc.).
- Manage risk exposure across various financial instruments including equities (cash & derivatives), government securities, corporate bonds, commercial papers, interest rate derivatives, currency derivatives, marketlinked debentures, and mutual funds.
- Interact with frontoffice trading desks on policy changes, business proposals, and changes in the Company's risk appetite.
- Prepare MIS, dashboards, and Key Risk Indicators (KRIs) and ensure timely and accurate reporting.
- Prepare agenda notes and presentations for the Risk Management Committee and senior leadership.
- Coordinate with technology teams (inhouse and vendors) for development, testing, and implementation of risk systems and automation initiatives.
- Support system enhancements, new system implementations, and ensure adequate testing before golive.
Qualification
- Strong academic background with CA / BE / MBA from a reputed institute.
- CFA or FRM certification will be an added advantage.
- Relevant experience in risk management within capital markets, treasury, or financial services organizations.
Experience and Skills
- 6 -13 years of relevant experience
- Strong analytical ability to understand complex financial products, risk drivers, and business issues.
- Handson experience in market risk management methodologies and treasury risk frameworks.
- Sound understanding of capital market instruments and valuation techniques.
- Ability to analyze business proposals and assess their risk implications.
- Proficiency in MS Excel; ability to build MIS, models, and risk reports. Exposure to automation, macros, or coding is preferred.
- Basic understanding of credit risk, credit ratings, and rating rationale for NBFCs and corporates.
- Excellent communication skills with strong command over written and spoken English.
- Ability to work independently, manage multiple priorities, and collaborate effectively with front office, technology, and senior stakeholders.
