Role & responsibilities

- Preparation of ALCO note & RMC note, presenting it to seniors
- Review of working of LCR and NSFR on a regular basis
- Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement
- Review and monitoring of counter party limit
- Review and monitoring of mid-office report
- Preparation of all required data for Risk Based supervision
- Review of MCLR and other related reports
- Review and monitoring of liquidity matrix,
- Calculation of VaR and Stress testing
- Coordinate with Treasury and finance for various work
- Good Understanding of various market risk related jargons like LCR , NSFR , SLS , IRS , and FTP.
- Good understanding of various regulatory reports of market liquidity risk
- Valuable understanding of macro economics scenario , interest rate curve , market liquidity and its impact
- Good command of Excel and Power point
- Advance analytical skills as well as a thorough understanding of banking

Interested candidates can share their updated resume on [email protected].

📌 Deputy Manager - Market Risk (ALM) (Maharashtra)
🏢 Utkarsh Small Finance Bank
📍 Maharashtra