Market Risk Manager
- Monitoring Treasury Portfolio exposure limit utilisations, sensitivity-based limits (PV01, Modified Duration), and Stop Loss limits in accordance with the Investment Policy
- Delivering extensive Treasury MIS reports, exceptions, and Risk dashboards to senior management
- Actively involved in presenting monthly, quarterly, and half-yearly review of the Treasury portfolio to the Investment Committee
- Contributing to the development, review, and maintenance of Investment Policy and… Show more
- Contributing to the development, review, and maintenance of Investment Policy and Counterparty Risk Management Policy
- Valuation of Fixed Income securities and providing daily security-wise MTM to the CRO