Role & responsibilities
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
Solid data analytics skills and knowledge of advanced data analytical tools will be an advantage
Robust written and verbal communication skills (presentation skills)