Manager Product Control (Mumbai)

Manager-Product Control

JOB DESCRIPTION

– Market risk limit monitoring including PV01 limits, VaR and Open position limits across product categories

– Responsible for ensuring the maintenance of correct limits across systems and manual risk adjustments as and when required

– Accurate revaluation of the Treasury Products through review of the curves and the source data used for revaluation

– Off-market checking of the Treasury transactions across product categories like FX and Money market

– Compute Fair value adjustment for different products as per the requirement

– Handling Tax Transfer Pricing Benchmarking and queries for Investments, money market transactions and derivative trades between group entities

– Supporting ALCO/EXCO submissions

– Investigation of the new deals PnL and daily PnL movements

– Performing the VaR back-testing on a daily basis

– Manage operational risk in the desk including the assessment and mitigation of these risks

– Maintenance of SOX identified controls relevant to the desk

Major Challenges:

– To thoroughly understand all treasury products and the various systems required in a dynamically changing environment and evaluate their operational and reporting requirements and implement the same.

– Have a good understanding of the risks and economic impact of the different treasury products

– To manage ever-growing complexity and reporting requirements within existing limited resources, short time frames and system limitations.

– To comply with internal, RBI regulations and ensure internal and regulatory audits are satisfactory

– To manage and meet the growing requirements of transfer pricing.

Educational Qualification: CA or MBA

ctc: 11lacs

Employer: Career Avenues
Finance and Accounts, India, Management, Mumbai


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