IndusInd Bank - AVP/DVP - Liquidity Risk

DESIRED EXPERIENCE :

Candidate shall have 8- 12 years of experience in Liquidity Risk Management in Banks. Candidate shall possess comprehensive understanding of Liquidity Risk management, Balance Sheet of Banks, RBI guidelines on ALM / Liquidity Risk Management etc. Candidate shall possess knowledge of Basel and IRRBB requirements.

Responsibility Areas :

Responsible for Liquidity Risk Management functions :

- In-depth understanding of Liquidity standards prescribed under Basel III and other regulatory framework.

- Preparation of ALCO Agenda & Presentation, ALCO Action Points & Minutes. Catering to adhoc requirements related to ALCO

- Comprehensive understanding of Structural Liquidity Statement framework and computation.

- Measuring the cash flow mismatches at different time bands on residual maturity or projected future behaviour of assets, liabilities and off-balance sheet items against its prudential limits.

- Providing early warning signals of impending liquidity problems to top management

- Liquidity Key Ratios - Stock Approach

- Liquidity Ratios - Computation / Monitoring

a. Liquidity Coverage Ratio (LCR)

b. Net Stable Funding Ratio (NSFR)

c. Stock Ratios

- Monitoring of Contingency Management Triggers and Contingency Funding Plan.

- Interest Rate Sensitivity Statements (TGA & DGA) - Computation of Earnings at Risk (EaR) & impact of change in interest rate on Market Value of Equity (MVE).

- Analyzing Concentration risk of liabilities profile.

- Marginal Cost of Funds based Lending Rate (MCLR)

- IRRBB - New Framework

a. Based on RBI draft guidelines to create a framework and build up in system to implement IRRBB.

- Implementation and up gradation of Liquidity Risk system, Reports: MIS reports implementation & validation

- Handling of queries from various stakeholders e.g. RBI/Auditors etc.

- Team Management.

- Analyzing, monitoring and reporting the liquidity risk profile to ALCO Members

- Submission of data on Liquidity Risk under RBS, review and analysis of the variations.

SKILL SET

Educational / Professional Qualification : MBA (Fin.)/CA preferably with Mathematics or Statistics as one of the major subject at graduation / post-graduation level;

Risk Management qualification like FRM / PRM or CFA will have an added advantage

Technical Knowledge:

- Familiarity with Power BI tools will have additional advantage

- Strong analytical and problem solving skills.

- Proficient with MS Excel and Excel Macro

- Understanding the ever changing market dynamics and its impact on various products and subsequent/proactive strategy of portfolio management.

- Possess excellent interpersonal and communication skills with an ability to interact at various hierarchical levels, with specific orientation to stakeholder interests.

- Well organized and ability to perform under stringent time line pressures without compromising on the end result quality