Liquidity Risk Reporting Professional - BFS

Responsibilities :

- Liquidity risk reporting and analysis :

- Collect and aggregate cash flow data into a Liquidity Reporting & Analysis database

- Produce and maintain the regular liquidity stress test calculations and reports for the major legal entities and business units based on a comprehensive liquidity risk modelling and reporting application

- Produce and maintain free funding reports for major legal entities

- Contribute towards the maintenance of liquidity stress test and limit framework.

- Contribute to the maintenance of the liquidity modelling parameters.

- Support liquidity planning process and provide funding ladder input.

- FX risk reporting and analysis

- Collect and aggregate FX exposure data into a Treasury Management System.

- Contribute to the preparation of the monthly FX exposure reports, covering various different risk metrics and coordinate the calculations of stress loss and VaR numbers with Risk Management.

- Support the continuous roll forward of the Net Investment Hedge Exposure and the review corresponding quarterly P&L calculation.

- Capital management reporting

- Contribute to the capital reporting processes, covering different capital measurement metrics.

Skills :

- Looking for candidates who have 9-10 years of experience into Liquidity Risk Reporting and Basel 3 - Mandatory.

Job Location - Bangalore