To support market risk management through analysis of market exposures, risk indicators and portfolio performance. The role evaluates market risks and provides recommendations that support effective risk governance and decision-making.
- Prepare daily Treasury Risk Tracker and monitor key market risk exposures across treasury portfolios.
- Perform daily valuation of investment portfolios and ensure accurate reporting of portfolio positions.
- Conduct daily market risk stress testing and analyze the impact of adverse market scenarios on the Bank's portfolio.
- Monitor adherence to approved market risk limits and escalate breaches as per established governance procedures.
- Compile and validate data for Interest Rate Sensitivity Statements, Duration Gap reports, and other regulatory submissions.
- Perform IC5 verification and monitor daylight limits in accordance with internal policies and regulatory requirements.
- Monitor Net Open Position (NOOP) limits and foreign exchange exposures.
- Conduct Forex Value at Risk (VaR) monitoring and report significant risk movements.
- Monitor limits relating to placement of Foreign Currency Deposits and other treasury transactions.
- Track Individual Gap Limits (IGL) and Aggregate Gap Limits (AGL) and report deviations, if any.
- Ensure timely and accurate submission of GPB returns and other regulatory reports.
- Prepare market risk MIS, dashboards, and reports for management and risk governance committees.
- Support risk analysis, regulatory compliance, and market risk framework enhancement initiatives.
Experience: 0 to 2 Years
Qualifications: Graduate (Any Specialisation)/PGDM (Banking & Finance)/MBA
Skills Required
- 0 to 2 years of experience
- Graduate degree in any specialization
- PGDM in Banking and Finance
- MBA
What We Do
CSB is a full service bank established in 1920 and headquartered in Thrissur, Kerala. CSB has over 703 branches covering not just the district headquarters and large towns but also semi-urban and rural centers. Thanks to its unique origin and history, CSB is considered a household banking brand in Kerala. CSB offers Retail, Wholesale and SME Banking services through its footprint of over 703 branches across the country serving over 2 million customers.
