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Manager – Middle Office (Market Risk)

Employer
CTBC Bank Co. Ltd.
Location
New Delhi, Delhi (IN)
Salary
17 to 25 Lacs Indian Rupees
Closing date
Feb 22, 2019

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Job Function
Banking, Other
Industry Sector
Commercial Bank, Credit Union, Private Bank, Savings & Loan,
Employment Type
Full Time
Education
Masters
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Job Details

Mid Office (including Front Office support) activities – Control, monitoring and preparation of Market Risk Management ratios and reports and Asset Liability Management rations and reports, ; Management MIS; Regulatory Reports, etc.

  • Market Risk Management (MRM) Statements
  • Calculations and Monitoring of NOOPL, AGL, IGL, PV01 limits
  • Preparation of review of bond investments.
  • Estimation of monthly / quarterly funding requirement of the firm  and tabling them to the Asset Liability Committee (ALCO)
  • Asset Liability Management (ALM) Statements
  • Projecting & tracking asset-liability mismatches (Interest Rate Sensitivity mismatches / Liquidity mismatches)
  • Preparation & filing of RBI ALM statements (as per RBI guidelines)
  • Preparation of ALM statements as required for Group consolidation (as per RBI guidelines, etc.)
  • Sensitivity analysis for Net Interest Income projections
  • Stress Test Compliance
  • Liquidity Risk Compliance

Market Research

  • Ensuring daily and periodic dissemination of key market data and reports (external) to Front Office and Management. (tracking fx, fixed income markets, macro-economic data prints, major Indian and International events affecting financial markets)
  • Proactively setting up of new market data analysis, trends and its impact

MIS

  • Preparing regulatory reports (RBI)
  • Management Reports and Presentations/ Departmental reports
  • Business Unit -wise borrowing cost estimation

Compliance

  • Tracking/ Updating of board limits such as NOOPL/PV01,Var,AGL etc. (as per internal and external guidelines)
  • Tracking regulatory changes/ notifications which may affect Treasury functions.
  • Internal policy reviews / Internal Audits / RBI Audits

Company

CTBC Bank Co., Ltd. - Snapshot

CTBC Bank Co., Ltd. provides various banking products and services***. It offers current deposits, time deposits; institutional banking products and services, including loans, trade financing, cash management, corporate trust, and proxy services; offshore private banking services, such as investment and financial planning; capital Markets services that include syndicated lending, structured finance, and financial advisory services; domestic and cross-border remittance services; and unsecured term loans and revolving loans, as well as a range of foreign exchange and derivative products. The company is also involved in the provision of credit card and payment services; Internet and mobile banking services; advisory services; mutual funds and insurance products; wealth Management services comprising financial planning, asset allocation planning, and advisory services, as well as acquisition of various financial products; design and trade of structured products; and residential mortgage services, including home mortgages, refinancing, instalment loans, policy-based loans, and financial planning mortgages, as well as repurchase agreements.

It operates 151 branches in Taiwan; and 111 outlets in the United States, Canada, Japan, Indonesia, the Philippines, India, Thailand, Vietnam, Malaysia, Hong Kong, Singapore, China, Myanmar, and Australia. The company was formerly known as Chinatrust Commercial Bank Co., Ltd. and changed its name to CTBC Bank Co., Ltd. in June 2013. The company was founded in 1966 and is headquartered in Taipei City, Taiwan. CTBC Bank Co., Ltd. is a subsidiary of CTBC Financial Holding Co., Ltd.

*** The banking products and services are varied in different counties and not all products are there in each country

Company info
Website
Telephone
011-43688888
Location
UGF, Birla Tower,Barakhamba Road
CP
 New Delhi
Delhi
110001
IN
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