Hiring For Market Risk & Integrated Treasury (1year Contract Role)

Role -Market Risk & Integrated Treasury Auditor

One Year Contract Role

Location-Mumbai-Andheri Location

Job Description:

Market Risk audit experience including stress testing, counterparty risk, pricing, capital charge assessments and regulatory ratios (LCR, NSFR, SLS, IRS, CRAR), RBS tranche testing, ALM, PV01, VaR, and RBI regulatory compliance.

Integrated Treasury audit experience for Forex (Interbank deals, Derivatives, Merchant deals, IRS deals), Domestic (SLR, Non-SLR), Money Market (Call/ Notice Money, Repo etc.) including accounting, settlement, valuations, reporting, returns (FTD, GPB etc.), verification of critical ratios (SLR, CRR etc.) and limit monitoring.