Manager - Market Risk - Bank

Description:

Role Overview

The role involves supporting Treasurys Mid Office activities, focusing on Asset Liability Management (ALM), Market Risk Monitoring, Regulatory Reporting, and Management MIS. The position requires close coordination with the Front Office and active participation in liquidity, interest rate, and funding risk assessments.

Key Responsibilities

Asset Liability Management (ALM)

- Prepare monthly and quarterly ALM statements in line with RBI and internal guidelines.

- Estimate and present funding requirements to the Asset Liability Committee (ALCO).

- Monitor and project assetliability mismatches (Interest Rate Sensitivity & Liquidity mismatches).

- Conduct sensitivity and stress testing for Net Interest Income (NII) and liquidity positions.

- Support in obtaining Board/ALCO approvals for any deviations in ALM limits.

- Ensure compliance with liquidity and stress testing frameworks.

Market Research & Analysis

- Disseminate key daily and periodic market data, economic updates, and research reports to Front Office and Management.

- Track fixed income markets, macroeconomic indicators, and domestic/international events impacting financial markets.

- Develop new analytical insights and trend analyses to support business decisions.

MIS & Reporting

- Prepare and review regulatory reports for submission to RBI and other stakeholders.

- Generate management and departmental MIS reports and presentations.

- Support business unit-level analysis, including borrowing cost and performance trends.

Risk Monitoring & Compliance

- Track and report key risk metrics such as NOOPL, PV01, VaR, and AGL within approved limits.

- Monitor regulatory updates and circulars relevant to Treasury functions.

- Participate in internal policy reviews, internal audits, and RBI inspections.

Candidate Profile

- Commerce Graduate or equivalent; CA qualification preferred but not mandatory.

- Up to 6 years of relevant experience in Treasury Mid Office / Market Risk / ALM.

- Strong understanding of Treasury products, balance sheet risk management, and regulatory reporting.

- Excellent analytical, presentation, and communication skills.

- Proficiency in MS Excel, PowerPoint, and data analysis tools.

- Proactive approach with the ability to identify and act on opportunities.