Airtel Payments Bank - Market Risk Role

Job Description-

1. Need to Maintain Daily Investment Portfolio

2. Preparing Structured Liquidity Statement (SLS)

3. Performing Rate Scan Activity for Front Desk transactions.

4. Ensuring below mentioned Risk Limit Monitoring activities:

- Cash Reserve Ratio (CRR)

- Statutory Liquidity Ratio (SLR)

- 75% G-Sec Investment Limit

- 25% Bank Fixed Deposit Limit

- 100% G-sec + Bank FD Investment Limit

- Bank wise FD Exposure Monitoring

- Mutual Fund Investment Limit

- Call borrowing Lending Limit Monitoring

- Counterparty wise Call Lending Limit Monitoring

- SLS Buckets Limit Monitoring

- Liquidity Coverage Ratio (LCR) Limit Monitoring

5. Ensuring all activities remain within mandated exposure and risk limits

6. Perform risk and P&L analysis on a daily/BAU basis

7. Ensuring all exposures are properly recorded using established fair value methodologies

8. Ensuring insightful commentaries are produced analyzing daily/monthly P&L performance

9. Develop and improve Deal rationale processes

10. Improve and construct in-depth market commentary explaining the nuances of the previous day's activities

11. Awareness of external regulation, compliance and risk management best practice

12. Identify and deliver risk management advice and services as the business changes

13. Exploring opportunities to continuously improve tools and process

14. Identifying and developing staff in what is a challenging technical area with strong competition for resources

15. Take ownership of tasks and handle their completion

16. Frequent interaction with Front Office and Back office as well as other teams internally.

17. - Produce and improve upon existing cluster deliverables (risk/p&l summaries and explanations, business specific reports/MIS) in terms of efficiency by automations and better quality risk summaries and analytics

18. Leading and representing risk on various stakeholder meetings

19. Executing and driving ad-hoc projects and analysis for senior management

20. Preparation and submission of various regulatory reports