Unit Head - Asset Liability Management - Bank

About Our Client:

Our client is one of the leading and fast growing domestic banks in India, with significant presence across retail and wholesale banking.

Job Description:

Reporting into the head of market risk, you will be responsible for:

- Overseeing all the activities carried out under ALM/ FTP

- Ensuring robust process for measuring, monitoring and reporting of Interest Rate risk (IRR) and Liquidity Risk, for Banking Book.

- Support unit for ALCO

- Ensure review of policies based on Internal Risk appetite and regulatory requirements.

- Implementation of Policies, limits and procedures

- Ensuring timely and accurate reporting of all the risk limits, as laid down in ALM related Policies.

- Supporting and Managing Risk presentation for ALCO.

- Monitoring Balance sheet movements and its impact on Liquidity Risk and IRR and providing qualitative and quantitative inputs to ALCO for decision making.

- Ensuring behavior analysis of all the Balance sheet and Off Balance sheet items are done on a regular basis along with back testing of assumptions.

- Handling IT projects for new/ existing requirements from Risk and FM.

- Implementation of Industry best practices

- Ensuring compliance to the regulatory guidelines issued from time to time.

The Successful Applicant:

- Should be a qualified CA or Masters in Finance with 10-15 years of relevant experience in banking with experience in team management roles.

- Should have adequate technical and mathematical knowledge to understand the products dealt by Bank, its risk parameters, valuations, inherent Risk in the product.

- Should have adequate knowledge about the business work flow.

- Should have adequate knowledge to analyze risk in existing and new products proposed, and provide appropriate analysis for management decision making.

- Should have ability to understand Business requirements and should be able to process the requirements within reasonable timelines.

What's on Offer:

- You will be part of a leading domestic bank working closely with the leadership team

- Best in class compensation + bonus