Senior Risk Analyst

Regular reporting of international portfolio, risk reports including timely escalation of breaches.

Ensure timely and accurate regulatory submission of Liquidity Risks report under Basel III Liquidity Standards including Liquidity Coverage Ratio, Net Stable Funding Ratio & its monitoring tools.

Job Responsibilities

• Calculate MTM Gain/loss on international bond portfolio, monitoring against the approved limits, independently analyse the positions and share update with the senior management.
• Monitoring of MAT level triggers for all products as defined in the policy and escalation of MATs as per the approved matrix.
• Prepare Market Risk analytical report for management encompassing approved risk parameters like PVBP, Duration and compliance status against approved thresholds.
• Prepare domestic & international Liquidity Risk position encompassing liquidity risk indicators, approved limit and compliance status for senior mana...