Market Risk Analyst

Job description

Requirements : • 2–8years of experience in Market & Liquidity Risk in banks or risk consulting. • Good 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 VaR, 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.