Upgrade to Pro Member
IDFC Group - Director - Market Risk - ALM - CA (10-12 yrs)
Requisition No: 00002937
Experience: 10 -12 years
Location: Mumbai
REQUIRED SKILLS:
- Should have adequate technical and mathematical knowledge to understand the products dealt by Bank, its risk parameters, valuations, inherent Risk in the product.
- Should have adequate knowledge about the business work flow.
- Should have adequate knowledge to analyze risk in existing and new products proposed, and provide appropriate analysis for management decision making.
- Should have ability to understand Business requirements and should be able to process the requirements within reasonable timelines.
ROLE DESCRIPTION:
- Overseeing all the activities carried out under ALM/ FTP.
- Ensuring robust process for measuring, monitoring and reporting of Interest Rate risk (IRR) and Liquidity Risk, for Banking Book.
- Support unit for ALCO.
- Handling projects.
- Ensure review of policies based on Internal Risk appetite and regulatory requirements.
- Implementation of Policies, limits and procedures.
- Ensuring timely and accurate reporting of all the risk limits, as laid down in ALM related Policies.
- Supporting and Managing Risk presentation for ALCO.
- Monitoring Balance sheet movements and its impact on Liquidity Risk and IRR and providing qualitative and quantitative inputs to ALCO for decision making.
- Ensuring behavior analysis of all the Balance sheet and Off Balance sheet items are done on a regular basis along with back testing of assumptions.
- Handling IT projects for new/ existing requirements from Risk and FM.
- Implementation of Industry best practices.
- Ensuring compliance to the regulatory guidelines issued from time to time.
QUALIFICATION: CA
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
