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13/02 Seemeen Mujawar
HRBP at First Abu Dhabi Bank

Views:4714 Applications:301 Rec. Actions:Recruiter Actions:0

First Abu Dhabi Bank - AVP - Market & Liquidity Risk - Wholesale Banking (5-10 yrs)

Mumbai Job Code: 664490

JOB HOLDER & JOB DETAILS :

Job Title : AVP - Risk (Market and Liquidity)

Reports to : Head of Credit and Risk - South Asia

Group : International

Function : Wholesale Banking

Department : Market and Liquidity Risk - Asia

Job Family : India


JOB PURPOSE :

This position will assume responsibility in ALM and Market risk. The responsibility covers the risk monitoring, internal risk reporting and regulatory risk reporting of India branch to ensure compliance with both local regulatory requirement and internal limits. The staff will also need to perform the liquidity stress test, risk simulation and maintain dialogue with key stakeholders including Treasury, Finance and ALCO across Asia.

JOB DIMENSIONS :

Revenues/ Budget :

Direct Reports : 0

Indirect Reports : 0

KEY ACCOUNTABILITIES :

1. Daily, Monthly and Quarterly Regulatory and Internal Monitoring / Reporting: LCR, NSFR, Liquidity gap, Interest Rate Gap, etc.

2. Perform liquidity risk simulation so as to enable Global Markets to manage liquidity, internal limits and regulatory ratios.

3. Weekly Market Risk reports (DV01, NOP).

4. Daily Traded Credit Risk Reporting: PFE (Potential Future Exposure) / PSR (Pre-Settlement Limits).

5. Perform Liquidity and Interest Rate stress test and Liquidity behavioural assumption.

6. Assist in the risk modelling, risk analytics and funding strategy.

7. Develop policy and risk governance framework.

8. Streamline risk reporting to support business growth and infrastructure integration.

9. Assist with any other adhoc projects and tasks as required.

10. Preparation of Regulatory Credit Risk Reports and monitoring.

11. Assist in preparation of the ICAAP document and Pillar I, II and III disclosures.

12. Assist in Capital Stress Testing.

13. Assist in preparation of Basel III liquidity reporting.

Job Context :

- Liquidity risk management that comply with RBI regulations.

- Preferred understanding of Global Regulators (CBUAE, MAS, etc.)

- Lead and Support Regional Risk strategies and initiatives

- Raise the risk reporting and analytical capability including automation to the extent possible.

QUALIFICATIONS & EXPERIENCE :

Knowledge & Experience :

- Minimum Master Degree [Post Graduate in Management / Finance, Chartered Accountant] with about 5 years of experience in ALM, Market Risk and Risk management.

- Already involved with the preparation, submission and monitoring of ALM and Liquidity Risk Reports.

- Good understanding of liquidity risk and regulatory framework (Basel III, LCR, NSFR).

- Basic knowledge in Treasury products: FX, Money Market, Fixed-income and Derivatives.

- Experience in the Risk Regulatory reporting is desirable.

- Knowledge about risk methodologies: VaR, Stress Test, Liquidity Risk, Market Risk, Financial modelling.

- Experience in process improvement, UAT and system implementation (Familiarity with Intellect, Murex).

- Well versed with RBI regulations and policies.

- CFA or FRM Charter holder is a plus.

Skills :

- Strong analytical skill.

- Excellent excel spreadsheet skill (VBA programming will be an advantage)

- Strong communication and interpersonal skills

- Ability to multi-task, proactive and deliver within deadline

- Ability to work independently and is self-motivated. Strong team player.

- Willing to learn and contribute. Result oriented. Customer service oriented.

- Positive attitude towards changes and process improvement.

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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