Roles and Responsibilities
Responsible to analyze and monitor the asset and liability side risk assessment and management in areas of Financial risk.
Asset Risk Management
Understand and analyze the portfolio risk arising out of market movement, liquidity risk, counterparty risk, derivatives movement. Should be able to create and maintain various dashboards showing the movement of risk in the portfolio Perform stress and scenario testing in ascertaining risks to the to the different portfolios within the firm Should be able to use different risk metrics like Mod duration, VaR, PV01 to monitor asset side risks Make different reports as per schedule like Attribution report, Risk Council/Committee presentations and peer comparison reports. Credit Risk Management
Managing credit risk in debt, non-sovereign exposures, SDLs and highlighting in a timely manner any concerns on...