Asset Liability Management Role - Banking

Role Summary:

The role holder is responsible to measure, monitor & analyze Liquidity risk of the bank and sensitize BSMG/ALCO/RMC on possible excesses of the limits through computation of liquidity ratios, Interest Rate Risk in banking book measurement through various reports and submission to RBI.

Other key activities includes implementation of RBI guidelines, conducting behavior analysis, automation of reports, amendments of policies on periodic basis, reporting quality MIS to senior management, stress testing, preparation of RMC reports, Daily Borrowings analysis, ensuring favorable audit rating etc.

Key Responsibilities:

- Strengthen existing liquidity And IRRBB framework with guidance of ALCO or Top Management for continuous improvement.

- Proactive Risk Management and reporting of Liquidity and Interest Rate Risk reports to RBI or ALCO

- Improvement in MIS framework and Implementation of updated guidelines on timely basis

- Address the queries with satisfactory resolution of queries or comments from various Audits and RBI

- Understanding of ALM Risk Framework e.g. IRS, LCR, MCLR, behavior analysis, Stress Testing etc.

- Interaction and Query resolutions with multiple teams under guidance of Top Management for reducing cost of liquidity and enhancing effective liquidity risk framework