Ensure accurate valuation of all Treasury books, to perform daily P&L analysis, &

and Off-Market Rate Checking.

Explain the P&L movement to management.
Validate Market data, Stale rates and other controls around market data sources.
Monitor Market Risk Limits and report breaches
Liaise with Internal Audit, Concurrent Audit & RBI on behalf of Market Risk
Ensure accurate and timely reporting of required risk metrics & risk reports to RBI
Computation of Market Risk Charge
Ensure that controls in the Bank are commensurate with the Market Risks being
assumed and perform benchmarking with Peer Banks and Best practices.
Providing functional inputs to Business Solutions Group for implementation of Risk
Systems
Build and maintain on-going relationships with key senior stakeholders like Back-
office, Financial control, Front-Office, Audit, Compliance and control function