Practice Head - Asset/Liability Management

Description:

Role & responsibilities:

- Experience of minimum 10+ years plus, working in a bank or a reputed consulting firm in the areas of Liquidity risk management, Liquidity reporting, ALM s FTP, RAROC.

- Comprehensive understanding of Asset Liability Management, Fund Transfer Pricing and Profitability frameworks.

- Experience in developing Policies and procedures for Liquidity risk and IRRBB.

- Understanding risk management metrics and methodologies for liquidity risk and interest rate risk, including Basel III ratios. Deep understanding on the computation of LCR and NSFR at individual component level.

- Deep understanding of liquidity and interest rate risk associated with the various Balances sheet and off-balance sheet products.

- Understanding in conducting behavioral studies for Non maturity deposits (NMDs), Term deposits- early withdrawal and rollover, Loan prepayments and other off-balance sheet products.

- Ability to work with large data sets, SQL, knowledge of VBA programming will be an advantage

- Knowledge of how to configure ALM/FTP systems would be an added advantage.

- Candidate with strong experience of developing/conceptualizing Liquidity risk, FTP, IRRBB frameworks are ideal for this position.

Preferred candidate profile: Post Graduate with 10+ years relevant experience in Banks of Consulting Firms