Experience
5 - 10 yrs
Salary (CTC)
₹7L - ₹12L
Job Location
Mumbai, India
Vacancy
1
Designation
Market Risk Specialist
Job Type
Not specified
Job Description
Role -Market Risk & Integrated Treasury Auditor
One Year Contract Role
Location-Mumbai-Andheri Location
Job Description:
Market Risk audit experience including stress testing, counterparty risk, pricing, capital charge assessments and regulatory ratios (LCR, NSFR, SLS, IRS, CRAR), RBS tranche testing, ALM, PV01, VaR, and RBI regulatory compliance.
Integrated Treasury audit experience for Forex (Interbank deals, Derivatives, Merchant deals, IRS deals), Domestic (SLR, Non-SLR), Money Market (Call/ Notice Money, Repo etc.) including accounting, settlement, valuations, reporting, returns (FTD, GPB etc.), verification of critical ratios (SLR, CRR etc.) and limit monitoring.