The role holder is responsible to measure, monitor & analyze ALM risk of the bank and sensitize BSMG/ALCO/RMC on possible excesses of the limits through computation of various risk parameters e.g. Liquidity gaps & ratios, DGAP, IRRBB, Stress testing etc.

SECTION III: KEY RESPONSIBILITIES/ ACCOUNTABILITIES
Strategic/ Managerial Responsibilities
Core Responsibilities
- Good understanding of guidelines pertaining to Liquidity Risk Management & Interest rate risk in Banking Book.
- Monitoring of various liquidity ratios like LCR, NSFR, stock ratios, SLS gaps, interest rate risk parameters such as EaR & MVE impact.
- Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement.
- Handling automation assignments pertaining to IRRBB & various projects under ALM risk.
- Proactive Risk Management and reporting of Liquidity & Interest rate Risk reports to RBI or Board/RMC/ALCO & preparation of ALCO minutes thereof.
- Improvement in MIS framework and Implementation of updated guidelines on timely basis.




- Preparation & analysis of stress testing results pertaining to liquidity & interest rate risk as per policy defined & RBI prescribed scenarios.
- Address the queries with satisfactory resolution of queries or comments from various Audits and RBI
- Understanding of ALM Risk Framework e.g. SLS, LCR, NSFR, IDL, DGAP, MVE etc.
- Interaction with multiple teams like Finance, Balance Sheet Management Group, Middle Office etc.

People Management Or Self-Management Responsibilities
- Optimization of available resources with aim to enhance productivity
- Planning with aim to build future team leaders with continuous knowledge development
- Back up availability for all activities covered under ALM Risk.
- Guide team members on ALM Risk Management for active monitoring w.r.t market / regulatory developments
- Detail-oriented with solid problem-solving and communication skills.

Risk And Internal Control Responsibilities
- Same as Core responsib

📌 Team Member Trading and Investment Portfolio Risk (Mumbai)
🏢 Yes Bank
📍 Mumbai