IndusInd Bank - Market Risk Role

Market Risk - Ahmedabad/Mumbai

- Responsible for Valuation of Treasury portfolios Forex, Fixed Income, Derivatives, Equity and others

- Funds Transfer Pricing and Structural Liquidity Report

- Interest Rate Sensitivity report (IRST & IRSD), Modified Duration of Equity

- Liquidity Ratios and Other liquidity and interest rate risk analysis

- Intraday Liquidity Management

- Conduct Analysis on Assets and Liabilities for ALCO Pack

- Carrying out Behavioral Analysis for all the relevant products

- Analysis of Liquidity gaps, Product Mix, Maturity profile of Assets and Liabilities, Interest rate outlook, Comparison with peer groups and others

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

- Conduct Stress Testing

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

- Overall responsible for Internal and Regulatory reporting ; daily and periodical

- Responsible compliance with audit requirements

- Also responsible for producing cash flow and various other ad-hoc regulatory reporting

- Liaise with members of Finance, Treasury and other Business Units to establish reporting requirements

- Candidate with exposure to liquidity