highlisted

Risk:Treasury Mid Office - Team

Axis Bank·Mumbai

Pay not stated8–12 yrsFull-time

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About the role

The Risk department of the Bank strives to proactively anticipate vulnerabilities at the transaction as well as at the portfolio level, through quantitative or qualitative examination of the embedded risks About the Role The scope of job would broadly encompass all market risk related report preparation - day end and intraday, limit set up, changes and periodical inputs for reviews; portfolio valuation and workings on valuation models; product performance reviews; VaR computation, stress testing…

What you'll do

  • Responsible for maintaining the Market Risk Dashboard
  • Responsible for product performance reviews
  • Responsible for VaR computation, stress testing and back testing of VaR
  • Responsible for the capital charge computation for market risk and reporting

What you need

  • 8–12 yrs of experience
  • Treasury
  • Excel
  • VBA
  • SQL
  • Market risk
  • Valuation
  • CFA or MBA

Good to have

  • CFA
  • Performance testing

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