Job Title : Senior Manager ALM / Liquidity Risk Management
Department : Risk Management Department
Location : Prabhadevi, Mumbai
Reporting to : Deputy General Manager
Role Summary:
The Assets Liability Management (ALM) team member will be responsible for preparation of ALM statements and related returns, formulation of ALM and Liquidity policy and computation of liquidity ratios and analysis with respect to ALM/ Liquidity. The candidate should have regulatory knowledge and solid analytical skills and who should be able to independently lead the team.
Key Responsibilities:
Preparation of Asset and Liability Management (ALM) statements viz. i.e. Structural Liquidity Statement (SLS), Interest Rate Sensitivity Statement (IRS) & Short-Term Energetic Liquidity (STDL).
Reporting of various ALM & related returns on the Centralised Information Management System (CIMS) platform of RBI.
Generation of Structural Liquidity Statement (SLS) position under different assumed scenarios as well as for projected balance sheet.
Behavioral analysis of various assets and liabilities as well as off- balance sheet items for the purpose of ALM bucketing.
Computation of Liquidity Ratios under Stock Approach and CAMELs Approach
Preparation of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
Computation of Capital Charge for Market Risk
Preparation of office notes for submission to ALCO, Risk Management Committee (RMC), Board etc
Computation of Earnings at Risk (EAR) of the bank under different scenarios
Formulation of Asset Liability Management (ALM) and Liquidity Risk Management Policy
Attending RBI audit queries pertaining to ALM and Liquidity management
Liquidity stress tests and scenario analysis
Computations pertaining to Interest Rate Risk in the Banking Book (IRRBB)
Overall risk reporting including regulatory reporting
Qualifications & Experience:
Bachelor’s degree in Finance, Business Administration, Chartered Accountant
5 to 8 years of experience in ALM and Liquidity Risk Management.
Robust understanding of RBI guidelines and other banking regulations.
Skills:
Risk Assessment
Data Analysis
Report Writing
Communication