Job Description

Key Objective of the Job: Market Risk Management, Asset Liability Management (ALM) and Regulatory ALM Reporting Major Deliverables: Market Risk, ALM and Regulatory ALM Reporting: Good understanding of Banking and NBFCs LRM guidelines and ALM methodologies, B/s. Managing the ALM returns & LCR submission. Implementation of ICAAP for liquidity/ market risk. Preparation of RMC and ALCO deck and ad-hoc analysis. Handling new product evaluation and ALM/LCR system upgrade. Managing the regulatory and senior management ad-hoc requirement and queries, regulatory/statutory/ internal audits. Good understanding of treasury products, valuation of fixed Income products, forex contracts and derivative instruments, deep understanding of market risk parameters like modified duration, earning at risk, stress report of liquidity and interest rate etc. Specialized job competencies: Experience in preparation & analysis of ALM, Regulatory ALM reporting statements, Market risk desk will be preferred. Educational Qualification: CA or MBA(Finance). Financial risk certification like FRM/ PRM will be desirable but not mandatory. Desired Experience: About 2-7 years of relevant experience Other desired attributes: Ability to coordinate with business / operation manager on Risk & Control requirements. A good team player attitude with excellent ability to coordinate with other stakeholder departments Ability to manage strict deadlines with highest quality of delivery and analysis. Good written and oral communication skills to handle and drive the interaction with stake holders and peers in an effective manner.

foundit