Requisition No: 00002937
Experience: 10 -12 years
Location: Mumbai
REQUIRED SKILLS:
- Should have adequate technical and mathematical knowledge to understand the products dealt by Bank, its risk parameters, valuations, inherent Risk in the product.
- Should have adequate knowledge about the business work flow.
- Should have adequate knowledge to analyze risk in existing and new products proposed, and provide appropriate analysis for management decision making.
- Should have ability to understand Business requirements and should be able to process the requirements within reasonable timelines.
ROLE DESCRIPTION:
- Overseeing all the activities carried out under ALM/ FTP.
- Ensuring robust process for measuring, monitoring and reporting of Interest Rate risk (IRR) and Liquidity Risk, for Banking Book.
- Support unit for ALCO.
- Handling projects.
- Ensure review of policies based on Internal Risk appetite and regulatory requirements.
- Implementation of Policies, limits and procedures.
- Ensuring timely and accurate reporting of all the risk limits, as laid down in ALM related Policies.
- Supporting and Managing Risk presentation for ALCO.
- Monitoring Balance sheet movements and its impact on Liquidity Risk and IRR and providing qualitative and quantitative inputs to ALCO for decision making.
- Ensuring behavior analysis of all the Balance sheet and Off Balance sheet items are done on a regular basis along with back testing of assumptions.
- Handling IT projects for new/ existing requirements from Risk and FM.
- Implementation of Industry best practices.
- Ensuring compliance to the regulatory guidelines issued from time to time.
QUALIFICATION: CA
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