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20/02 Snigdha Singh
Client Manager at ABC Consultants

Views:1370 Applications:174 Rec. Actions:Recruiter Actions:79

AVP - Liquidity Risk - Bank (8-12 yrs)

Mumbai Job Code: 1223368

Candidate shall have 8- 12 years of 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 knowledge of Basel and IRRBB requirements.

Responsibility Areas

Responsible for Liquidity Risk Management functions;

- In-depth understanding of Liquidity standards prescribed under Basel III and other regulatory framework.

- Preparation of ALCO Agenda & Presentation, ALCO Action Points & Minutes.

- Catering to adhoc requirements related to ALCO

- Comprehensive understanding of Structural Liquidity Statement framework and computation.

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

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

- Liquidity Key Ratios - Stock Approach

- Liquidity Ratios - Computation / Monitoring;

Liquidity Coverage Ratio (LCR)

Net Stable Funding Ratio (NSFR)

Stock Ratios

- Monitoring of Contingency Management Triggers and Contingency Funding Plan.

- Interest Rate Sensitivity Statements (TGA & DGA) - Computation of Earnings at Risk (EaR) & impact of change in interest rate on Market Value of Equity (MVE).

- Analyzing Concentration risk of liabilities profile.

- Marginal Cost of Funds based Lending Rate (MCLR)

- IRRBB - New Framework

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

- Implementation and up gradation of Liquidity Risk system, Reports: MIS reports implementation & validation

- Handling of queries from various stakeholders e.g. RBI/Auditors etc.

- Team Management.

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

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

Educational / Professional Qualification

MBA (Fin.)/CA preferably with Mathematics or Statistics as one of the major subject at graduation / post-graduation level;

Risk Management qualification like FRM / PRM or CFA will have an added advantage

Technical Knowledge

- Familiarity with Power BI tools will have additional advantage

- Strong analytical and problem solving skills.

- Proficient with MS Excel and Excel Macro

- Understanding the ever changing market dynamics and its impact on various products and subsequent/proactive strategy of portfolio management.

- Possess excellent interpersonal and communication skills with an ability to interact at various hierarchical levels, with specific orientation to stakeholder interests.

- Well organized and ability to perform under stringent time line pressures without compromising on the end result quality

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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