Market Risk Analyst

Job Requirements
Job Title: Senior Market Risk Analyst
Function/Department: Risk
Job Purpose:
The role holder has the responsibility to provide maintain and improve market risk reporting infrastructure and tools for the bank. The role holder is expected to develop and implement measures leading to the automation and streamlining of existing processes, collaborating with other departments to policies are accurately captured and processed through the risk systems.
Roles and Responsibilities:
Responsible for set-up and review of the Market Risk and Counterparty Credit Risk Policies / Frameworks. Propose amendments based on changes in risk profile due to changes in the Bank’s strategy, products and regulatory requirements
Responsible for setting / review of market risk limits and put up proposal for Board / Management Committee’s for approval and monitor the Market Risk limits as per the approved policies.
Responsible for setting and review of valuation methodolog...

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