Senior Manager/Assistant Vice President - Market Risk & Liquidity Risk

Market Risk and Liquidity Risk

- Responsible for building and implementing Liquidity Risk Framework (LRM), Strategies and practices as per regulatory guidelines

- Adopting Liquidity Risk Monitoring Tools

- Lead in deep dive and ad-hoc projects on Liquidity and Treasury Risk matters which includes coordination with Businesses, Treasury, Risk, IT, and Reporting teams.

- Produce and deliver risk presentations to senior management and regulators.

- Responsible for set-up and review of the Market Risk and Counterparty Credit Risk Policies / Frameworks. Propose amendments based on changes in risk profile due to changes in the Bank strategy, products and regulatory requirements

- Responsible for setting / review of market risk limits and help to put up for MRC/RMCB/BOD for approval and monitor the Market Risk limits as per the approved policies. Review of pre-approved list of investments.

- Managing Interest Rate and Currency Risk

- Conducting Stress Testing from Liquidity and Market Risk point of view

- Reviewing exposure in Hedging positions and forward contracts taken by the company to assess the risk coverage

Specialized Knowledge

Exposure and experience in managing Market Risk and Liquidity Risk in Financial Industry

Skill Set (Must)

- Strong understanding of RBI NBFC regulations, from Market Risk and Liquidity Risk point of view

- Excellent communication and presentation skills

- Strong in policy formulation

- Possessing strong market knowledge and industry practice in same line of business from liquidity and market risk point of view

- Experience in building and implementing Liquidity Risk Framework (LRM), Strategies and practices as per regulatory guidelines

- Relevant experience working in treasury/Market Risk and liquidity Risk management department

Skill Set (Desired)

- Experience in policy formulation and working with risk systems

- Conducting Stress testing

- Presentation Skills

- Tracking Market Reports

Technical Skill

- Data Analysis & Reporting (Advanced Excel, SQL), Power Point, Word

- Risk Management Tools & Platforms

- Knowledge of LMS