Head - Market Risk - NBFC

- Should have designed or exposure in building Liquidity Risk Management (LRM) framework.

As a part of LRM framework, he/she will be responsible for designing,

a) LRM policy, strategies and practices

b) Management information control systems.

c) Internal controls

d) Maturity profiling.

e) Liquidity risk management stock approach

f) Currency Risk

g) Managing Interest rate risk

h) Strong knowledge of liquidity risk monitoring tools.

- Complete knowledge of regulatory compliance/guidelines and statutory requirements.

- Good understanding of treasury products, valuation of fixed Income products, forex contracts and derivative instruments, understanding of market risk parameters like modified duration, VaR, eaming at risk, stress, report of liquidity and interest rate etc.

- Good understanding of Banking and NBFCs B/s, assets and liabilities products and regulatory landscape.

- Monitoring of market risk and liquidity risk through various tolerance limits and control

measures.

- Excellent understanding of ALM concepts, liquidity coverage ratio (LCR), hands-on experience of preparation, analysis and Reporting of ALM statements.

- Management and generation of ALM data, controls and monitoring as per ALM policy.

- Knowledge of fund transfer pricing concepts and its application.

- Maintenance of ALM/FTP system including enhancements, integration with new source systems, new products mappping etc.

- Managing the regulatory and senior management ad-hoc requirement and queries,

regulatory/statutory/internal audits.

Specialized job competencies:

- Experience in designing LRM framework and preparation & analysis of ALM, Regulatory ALM reporting statements, Market risk desk will be preferred.