Manager/Chief Manager/AVP - Market & Liquidity Risk - BFSI

- Would be responsible for system implementation, review, enhancement and reinforcement for ALM activity

- Computation, generation and monitoring against Internal limits and Regulatory limits with respect to following and reporting daily/periodically:

- Liquidity Risk Management as per Basel III requirements - Framework and System implementation

- Funds Transfer Pricing

- 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 Bank's 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