Manager - Treasury Risk Management

Vacancy in the “Corporate Risk Management Group” (CRMG) of the company. The CRMG team is the centralized Risk Management team which sets-up and administers the risk management structure for all three segments of business i.e. Retail Online broking business, Institutional Clients dealing segment and the Company’s own Treasury desk investments.

• • Skill set required:

• Good educational background. CA / BE / MBA from reputed institute. CFA / FRM certification will be an additional advantage.

• Excellent analytic ability to understand the diverse complex risk and business issues, analyzing and identifying the root causes and recommending solutions.

• Excellent communication skills and command over written and spoken English.

The job profile will include following activities / areas:

• • Risk Management of Treasury Desk:

• Monitoring the risk associated with the Company’s proprietary trading portfolio and highlighting the key risks to the Company’s senior management.

• Good understanding of sensitivity analysis, option Greeks, Bond Valuation, Stress testing, VaR computation methodology, Black Scholes model, Back Testing etc.

• Experience in risk management of various financial instruments such as EQ cash, EQ Derivatives, G-Sec, Corporate Bonds, Commercial Papers, Interest rate derivatives, Market Linked Debentures, Currency Derivatives, Mutual Funds etc.

• Interaction with Front office trading desks with respect to policy related changes, to analyse risks in business proposals, changes in the company’s risk appetite etc.

• Coordinating with Technology team (In-house IT team as well as with outside vendors) for development and implementation of required system changes and new system developments. Conducting required testing before implementation.

• • Others:

• Preparation of Agenda Notes and Key Risk Indicator presentation for the Risk Management Committee of the Company.
• Analysing the new and existing capital market products from Risk Management perspective and suggesting mitigating measures / contributing logic towards development of risk management systems & applications.

• Framing structure of various Risk MIS reports and ensure implementation through the team.

• Regular review of risk management structure (risk parameters, limits and processes) from the perspective of control as well as scope for improvement.

• Ability to prepare MACROs in excel to automate routine processes would be useful. Candidate’s with background in coding will be preferred.

• Basic understanding of the credit ratios and credit rating rationale for NBFCs and Corporates.