Risk Monitoring and Analytics - Ahmedabad, India - Adani Group
Description
PURPOSE OF THE ROLE
Risk monitoring and analytics (Mid office) team perform functions that support the operations of the Market business team and the INR DCM desk in risk management and controls.
CRITICAL ACCOUNTABILITIES
- Provide information to the management and to implement risk management system.
- Setting up and monitoring of exposure and stop limits to treasury and reports to the management on performance
- In case of a breach in existing limits, seek ratification of trade and an action plan to get the utilization under the limit. Reporting the breach summary to the senior management with the detailed action plan and its progress.
- Analyze and control the risk of treasury dealings
- Monitoring and controlling the source of trades execution, such as FXGo, Chat or Voice call. Trades executed through any other source such as through Mobile to be escalated.
- Computation of PnL on active/passive risk management books on a daily basis
- Ensuring the correctness of the valuation of the existing trades by assessing and testing the methodology used by the FM system. The team also reconciles MTM generated from FM visàvis the Bloomberg output.
- Maintaining dealer mandates and ensuring that deals are transacted in accordance with authorization rules.
- Assessing likely market movement based on internal assessments and external/internal research
- Calculating and reporting VaR.
- Running forecasts/simulations through sensitivity analysis/stress testing and provide an insight of impact on the portfolio
Coordinating with the internal audit team, responding to the audit findings and providing with the specific action plans, if any.
I. Be involved in the strategic discussion with BU & FO and finalization of hedging covenants under the debt documents.M. Monitor and publish actual hedge cost vis-à-vis benchmark hedge cost for USD Bond / ECB / FCL month
Qualifications:
Qualifications:
- Professional or Master's degree with financial acumen (CA / MBA)
Experience:
Max - 7 years' experience
Background in MIS
Strong skill set in Excel
Primary Location:
IN-IN-Ahmedabad
Work Locations:
Ahmedabad Ahmedabad Ahmedabad
Job:
Adani
Organization:
Corporate Services
Schedule:
Regular
Shift:
Standard
Day Job
Job Posting:
Feb 19, 2023, 11:47:20 PM
