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

JD 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

Specification & Key Requirements:

- Education - Graduate/Postgraduate in Finance, or related fields. MBA/CA/FRM preferred.

- 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

Professional Certificate (If Any):

- Experience Range : 3-7 years of experience in Risk Management or Policy Roles in NBFC/Banks.

- Salary Bracket (Gross) 25-35 lacs

- Average Salary (Gross) of the profile (RHR will share this detail with respective FPR/HOD)

Abilities :

- Risk Assessment

- Analytical & Decision Making

- Regulatory Interpretation

- Risk System & Data Orientation

- Strategic & Process Thinking

Preferred Industry NBFC/Banks:

- Language proficiency English (written & verbal)

- Keywords for Search Market & Liquidity Risk (NBFC)

- Risk Framework (NBFC)