Job Purpose
Responsible for governance, risk control, reporting of Liquidity risk and Interest rate risk on the banking book (IRRBB) of the Bank
Key Accountabilities & Requirements
- Computation and monitoring liquidity risk & IRRBB measures in line with Bank’s risk appetite and regulatory framework.
- Ensure adequate governance, exercise risk control and carry out reporting and related analysis for liquidity risk and IRRBB including coordination with different stakeholders in the Bank and at Head Office.
- Liase with auditors to ensure resolution of issues and compliance
- Interact with senior management and committees in areas relating to liquidity risk & IRRBB .

Job Duties & responsibilities
- Ensure that the policies are in line with regulatory framework and as per the risk appetite of the Bank.
- Assist in annual review of liquidity risk & IRRBB limits, policies and related documents.
- Performing stress testing and analysing the impact.
- Analyse the liquidity risk & IRRBB




- Highlight to senior management areas of concern in liquidity risk and interest rate risk on banking book
- Ensure compliance with internal and regulatory guidelines.
- Handling audit queries/requirements or issues raised by various departments & resolving them.
- System testing and validation of current products and risk functionalities.
- Liaising with HO in matters related to liquidity risk & IRRBB
- Automation of liquidity risk & IRRBB related processes/sub processes based on feasibility
- Handle Business Continuity Processes, Disaster Recovery & Risk Controls Self Assessment related activities associated with the unit.

Required Experience
- relevant experience in Liquidity Risk / Market Risk

Education / Preferred Qualifications
- University graduation
- CA/MBA / PGDBA or equivalent
- CFA, FRM equivalent preferred

Core Competencies
- Good analytical skills
- Knowledge about Banking and related regulations.
- Ability to work and interact with the team, peers and seniors in a cohesive man

📌 Senior Associate, Specialist, Market (Mumbai)
🏢 DBS Bank India
📍 Mumbai