Dynamic Risk Manager
Group: Risk Management Group
Dept: Market Risk Management
* Monitoring key developments in the market and assessing the impact of the same on the Bank's treasury portfolio.
* Reviewing market trends based on review of research reports and interaction with market participants.
* Engaging with dealers periodically to exchange market views and ascertain market trends.
* Reviewing other risk reports such as stress testing analysis, VaR backtesting, scenario analysis pertaining to credit exposure of derivatives and using the results of the same for further analysis.
* Monitoring the positions of various trading groups based on reports circulated by TCSG.
* Identifying any sharp build up of risk positions and exploring reasons for the same.
* Circulating reports based on above assessment to Head PTG, Head ALMG and Head Risk.