- Supervise the activities of ALM Support Group for the continual implementation of the effective liquidity risk management framework and all of its components.
- Review of Asset Liability Management Policy.
- Understanding of liquidity and interest rate risks and participate in related risk management activities.
- Define and review Risk Appetite Framework of the Company.
- Review of the ECL Model and Calculation of ICAAP and stress testing
- Preparation and Reporting of ICAAP Documents to CRO as per Regulatory Guideline.
- Perform liquidity stress testing and scenario analysis to assess the impact of potential adverse events on the companys liquidity
- Any other roles and responsibilities as prescribed by Company.
Preferred candidate profile
- MBA or PGDM in Finance/ CA
- Any Recognized Risk Management Certification is desirable
- Minimum 2 to 3 years of experience with banks or financial institutions in risk related functions
- Robust proficiency in Microsoft Excel and preparing reports
- Strong data analytics skills and knowledge of advanced data analytical tools will be an advantage
- Strong written and verbal communication skills (presentation skills)