DVP - ALCO Governance - Bank - CA

Position Responsibilities

1. To be part of ALCO governance team and drive various ALCO related activities in the Bank

2. Preparation of ALCO Deck, ALCO minutes, presentations and other material, to be circulated to committee members and other senior executives of the Bank

3. Detailed analysis of funding profile, deposits, advances, yields, costs, tenor, concentrations, etc, their variation and reasons, on regular basis and present the findings to seniors

4. Liquidity and Interest Rate stress testing and other related regulatory requirements

5. Updation of ALM and Liquidity / IRS Policy or any related policy

6. Review and presentation of findings on ALM / Interest rate mismatches on daily basis

7. Computation of LCR and NSFR ratios along with impact analysis

8. Creating various liquidity and interest rate scenarios and projecting near term and short term liquidity and NII / NIM projections

9. Computation of MCLR / Base rates and its analysis

10. Implementation of liquidity and interest rate sensitivity reporting systems

11. Impact on portfolio variations on NII / NIMs

12. Implementation of new regulatory guidelines like SA-CCR

13. Managing regulatory and statutory audits for related activities

14. Documenting processes and controls under Internal Financial Control

15. Ad hoc MIS to internal and external stakeholders

16. Automation of reports

17. Implementation of Liquidity System

18. Regulatory interactions for Liquidity Risk Management

Qualifications

Essential - Chartered Accountant

Experience

Essential - 5+ year experience in ALM / ALCO governance / Liquidity reporting