ALM/Market Risk Role - Bank

Responsible to assess market and liquidity risk at Pan India level, risk quantification for all India branches

Main Responsibilities:

Policy / Procedure

- Assist team in preparing new policy / review of existing policy/procedure in the context of applicable regulations (RBI as well as HO)

- Assist in aligning of policy / procedure and reporting logic & implementation of policy / procedure at Pan India Level

Risk Reporting, Monitoring & Assessment

- Preparation of assigned reports, check other reports prepared by team members, Validate the result and in case of any exception, raise the same to supervisor, Provide assistance in resolving operational issues

- Assist in preparation of template and provide inputs on from operational / functional aspects and validation input data

- Assist in ensuring timely submission of reports to regulator / HO / Internal management for pan India level

Risk Assessment

- Fundamentally sound understanding of risk analysis using various risk measurement models/ measurements such as sensitivity analysis, VaR, back testing of VaR

- Assist in Presenting the findings through reports / presentation

- Stay informed about economic, regulatory and market risk related issues

Stress Testing for Market Risk

- Assist in designing of stress scenarios, stress shocks, current market data & review data collation & Validation

- Assist in reviewing / analyzing stress results for Market / Liquidity risk and present the same to management

Audit - Regulatory, Statutory, Concurrent and Head Office

- Assist in preparation and validation of data for audit submission

- Assist in reviewing /discussing the recommendations and implement of recommendation

Committee Meetings (ALCO / RMC/ EXCO & Others)

- Assist in preparing / Collating data for committee meetings

- Support for handling queries raised in committee meeting pertaining to Market and ALM risk

BCM Framework

- Assist in checking readiness for Business continuity management

- Participate in conducting BCM activities and implement the countermeasures in case of any gaps found while conducting the BCM testing

Others

- Assist in report Automation

- Identify risk reports that can be taken for automation

- Analyze the requirement and prepare BRD for the same

- Coordinate with other stake holders & Ensure timely implementation of the reports

- Assist in handling any other requirement assigned to team

Expertise / knowledge required:

- Proficient analytical, statistical, problem solving and mathematical knowledge and skills.

- Have interpersonal, communication and presentation skills.

- Excellent team and personal relationship skills

- Formulating Strategies and concepts

- Proficient in system and process skills

- Good Understanding of Basel Regulations.

Requirements:

- You should be familiar with Market / Liquidity Risk Management Tools and techniques.

- Experience on data handling through macros

- Financial markets and financial product knowledge

- Experience of handling/presenting in ALCO.

Qualification:

- M.B.A. (Finance)/C.A. with experience of at least 5 years in market risk and asset liability management in Banking Industry

- FRM / CFA certification will be an adva