Post of Senior Analyst Market Risk at- IDFC BANK

Last Date: 15th December, 2017
IDFC Bank Ltd
Mumbai, India


IDFC Bank Ltd. (Infrastructure Development Finance Company) is an Indian banking company with headquarters in Mumbai that forms part of IDFC, an integrated infrastructure finance company

Department: Risk
Location: Mumbai
Exp: 4 – 6 Years
No. of Opening: 1

Job Description:

  • Daily publishing of VAR report with commentary on the position and risk movements on different books
  • Suggesting Valuation Methodology for Fixed Income, FX & Derivative products
  • Review of Risk Management policies & framework
  • Regulatory reports on DSB, Market Risk Capital Charge & other risk regulatory reports
  • Participating in the system testing of the risk applications.
  • Review of RBI & Basel guidelines on Market Risks and proactively presenting the impact on the same to the Senior management
  • Reporting on the RBI Risk Based Supervision (RBS)

Candidate would possess:

  • Good understanding of counterparty risk management on FX & Derivatives
  • RBI guidelines / Basel rules
  • International best practices
  • Good understanding of market risk on Fixed Income, FX & Derivative products.
  • Experience in valuation of financial products, understanding of sensitivities and Greeks on the financial products.
    Good understanding of the RBI guidelines pertaining to
  • Basel III Capital calculations
  • Market Risk Capital Charge
  • Value at Risk
  • Ability to communicate effectively with Senior stakeholders in Risk and treasury to explain VaR & Valuation
  • Professional degree (MBA, CA)

Educational Qualifications:

CA/MBA/Master in Finance from premier institute

Vacancy Notification:
click above to apply

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