Analyst-Market & Liquidity Risk
BengaluruFull-timeHybrid1–4 yrsPosted over a month ago
Junior risk role at MUFG Global Service in Bengaluru. Needs 1+ years and a B.Com, CA or MBA. Hybrid.
About the role
The role will be a hybrid role in market and liquidity risk management. Market risk management tasks will involve performing PnL and risk data generation and reporting, analysing and monitoring market risk activities undertaken by Global Markets (Trading) and Treasury (ALM). Liquidity risk management will mainly be enhancing Liquidity risk management practices and control functions for Asia branches.
What you'll do
- Prepare daily, monthly and periodic risk reports and perform PnL, VaR and risk exposures analysis for the bank’s trading and treasury portfolio
- Monitor individual dealer’s position and PL and market risk greeks such as delta, PV01, gamma, vega, theta
- Perform market risk stress testing and daily VaR back-testing and analysis
- Prepare and monitor various daily trade reconciliation and monitoring reports
- Capturing daily market data and ensuring integrity and accuracy of market data before uploading into front systems for day-end revaluation process
What you need
- Treasury
- Risk management
- Excel
- Market risk
- Reporting
- VBA
Good to have
- Capital markets
- Accounting
- Statistics
- Tableau
- Alteryx
- Python