Analyst - Market Risk| Mumbai
About this role
To support market risk management through analysis of market exposures, risk indicators and portfolio performance. The role evaluates market risks and provides recommendations that support effective risk governance and decision-making.
- Prepare daily Treasury Risk Tracker and monitor key market risk exposures across treasury portfolios.
- Perform daily valuation of investment portfolios and ensure accurate reporting of portfolio positions.
- Conduct daily market risk stress testing and analyze the impact of adverse market scenarios on the Bank's portfolio.
- Monitor adherence to approved market risk limits and escalate breaches as per established governance procedures.
- Compile and validate data for Interest Rate Sensitivity Statements, Duration Gap reports, and other regulatory submissions.
- Perform IC5 verification and monitor daylight limits in accordance with internal policies and regulatory requirements.
- Monitor Net Open Position (NOOP) limits and foreign exchange exposures.
- Conduct Forex Value at Risk (VaR) monitoring and report significant risk movements.
- Monitor limits relating to placement of Foreign Currency Deposits and other treasury transactions.
- Track Individual Gap Limits (IGL) and Aggregate Gap Limits (AGL) and report deviations, if any.
- Ensure timely and accurate submission of GPB returns and other regulatory reports.
- Prepare market risk MIS, dashboards, and reports for management and risk governance committees.
- Support risk analysis, regulatory compliance, and market risk framework enhancement initiatives.
Experience: 0 to 2 Years
Qualifications: Graduate (Any Specialisation)/PGDM (Banking & Finance)/MBA
Frequently Asked Questions
Is the salary disclosed for the Analyst - Market Risk| Mumbai position at CSB?
The salary for this Analyst - Market Risk| Mumbai role at CSB is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the Analyst - Market Risk| Mumbai position at CSB located?
This Analyst - Market Risk| Mumbai role at CSB is based in Mumbai, Maharashtra, India. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Is the Analyst - Market Risk| Mumbai role at CSB full-time or part-time?
This is listed as a Full time position. It is posted as a Analyst - Market Risk| Mumbai role at CSB.
How do I apply for the Analyst - Market Risk| Mumbai position at CSB?
Click the "Apply Now" button on this page. You will be redirected to CSB's official application portal hosted on oraclecloud where you can submit your application directly.
When was the Analyst - Market Risk| Mumbai job at CSB posted?
This Analyst - Market Risk| Mumbai position at CSB was posted on Sep 28, 2026. Apply as soon as possible — early applications are often reviewed first.
Analyst - Market Risk| Mumbai
CSB
You'll be redirected to CSB's official application page on oraclecloud.