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