Market Risk Analyst

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...