Client is a well known Pvt sector bank & is rated highly among its peer group.

Role specs :

Candidate shall experience in Liquidity Risk Management in Banks. Candidate shall possess comprehensive understanding of Liquidity Risk management, Balance Sheet of Banks, RBI guidelines on ALM / Liquidity Risk Management etc. Candidate shall possess working knowledge of Basel and IRRBB requirements.

Responsible for Liquidity Risk Management functions :

- Measuring the cash flow mismatches at different time bands on residual maturity or projected future behavior of assets, liabilities and off-balance sheet items against its prudential limits.

- Computation of SLS of both Domestic and IBU operations

- Providing early warning signals of impending liquidity problems to top management

- Liquidity Key Ratios - Stock Approach

- Liquidity Ratios - Computation / Monitoring :

a. Liquidity Coverage Ratio (LCR)

b. Net Stable Funding Ratio (NSFR)

c. Stock Ratios

- Monitoring of Contingency Management Triggers and Contingency Funding Plan.

- Marginal Cost of Funds based Lending Rate (MCLR) :

a. Computation of Marginal Cost of Funds based Lending Rate (MCLR).

b. Analysis of various components of MCLR and derivation of MCLR rate for different tenors.

c. MCLR Presentation to ALCO.

d. Peer Bank comparison of MCLR.

- IRRBB - New Framework

a. Based on RBI draft guidelines to create a framework and build up in system to implement IRRBB.

- Preparation of ALCO Agenda & Presentation, ALCO Action Points & Minutes. Catering to adhoc requirements related to ALCO

- Analysing, monitoring and reporting the liquidity risk profile to ALCO Members

- Regulatory Returns preparation & submission (Liquidity Return, IRS, ALO & BLR reports).

- Submission of data on Liquidity Risk under RBS, review and analysis of the variations.

Candidate specs :

- Must be in a similar role with a Bank. NO profies from KPO background. Familiarity with SAS will have additional advantage

- Familiarity with SAS will have additional advantage

- Strong analytical and problem solving skills.

- Proficient with MS Excel and Excel Macro

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