Risk Manager

Risk Manager

Work Responsibilities:

- Responsible for oversight & management of Market Risk in the Bank Regulatory reporting to RBI related to Liquidity such as LCR/BLR/ALM/IRS/SLS/NSFR etc.

- Support the Management of the Bank in establishing the appropriate Risk-Appetite & Risk-Limits for market risk and monitoring of various Limits.

- Recommend the most appropriate framework keeping in view the Reserve Bank of India and HQ guidelines into considerations.

- ICAAP/ CRAR calculation/ stress testing/ formation of policies, Regulatory reporting (LEF/LRR/RCA3)

- Provide continuous inputs to Senior Management taking into account the changing market environment. Constant surveillance of all Market Risk

- Ensure that Bank does not take unacceptable risks. For acceptable risks, controls and monitoring framework must be ensured.

- Ensure that the trading strategies used by Trading Desks are as per their desk & dealer mandates.

- Collaborate and negotiate will all departments so that Market & Operational Risks Levels of the Bank are kept at acceptable levels.

- Monitor trade undertaken by Treasury department (including Rate Scan, Dealer Chat Surveillance, Market manipulation checks etc).

- Liaise with Regulators, Statutory Auditors etc.

- Computation of Interest Rate Risk in Banking Book (IRRBB).