Head/AVP/Senior Associate Director - ALM Risk - Bank - CA/IIM/ISB/MDI/FMS

Job Title: Head - ALM Risk (AVP/Sr.Associate Director)

Business Unit: Risk, Market Risk

Job Description :

Principal responsibilities:

- Formulation and implementation of policies related to ALM and Fund transfer policy

- Manage interest rate risk and liquidity risk for the bank using ALM tools

- Manage regulatory reporting as well as ALCO reporting for the ALM function

- Conduct analysis of the banks Market Risk (IRRBB and Liquidity) exposure and devise strategies for effective management of the same.

- Interacting with various stakeholders for monitoring and management of liquidity risk and interest rate risk

- Establish and propose limits for liquidity gaps and liquidity ratios

- Analysis of Liquidity gaps, Product Mix, Maturity Profile of Assets and Liabilities, Interest rate position

- Analyzing banks inflows and outflows of funds and suggesting proactive measures for effective management of liquidity and interest rate risk

- Ensure compliance with regulatory ratios like LCR and NSFR along with liquidity gap limits

- Responsible for preparation of Board notes on Liquidity management and its timely submission

- Responsible for Internal and Regulatory reporting - daily and periodical

Required Skills and experience :

- Professionally qualified Masters - Finance/CA/MBA from premier institute.

- Strong experience of ALM/Market Risk Management within Banking domain.

- Good skills to analyse and interpret data.

- Have good inter-personal and communication skills (both verbal and written)

- Team Management and Leadership Skills.