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 strong problem-solving and communication skills.

Risk And Internal Control Responsibilities

- Same as Core responsibility

SECTION IV: KEY INTERACTIONS Key Internal Interactions Purpose of Interaction ALCO, RMC and Top Management

- Submission of ALCO MIS and Coordination for ALCO/RMC meetings

Finance
- For co-ordination of RBI submission & computation of various risk / exposure Reports.

BSMG
- For active management of ALM Risk and Compliance.

Compliance
- RBS Submissions
- Clarifications for guidelines
- RBS Audit

IAD
- Internal audit of ALM

Key External Interactions Purpose of Interaction RBI

- Clarifications for guidelines
- Submission of feedback to draft guidelines
- RBS Audit query resolutions

SECTION V: KNOWLEDGE & EXPERIENCE KNOWLEDGE Minimum Qualifications

- CA / MBA

Qualified Certifications

- CFA/FRM

Language Skills

- English

Experience Years of Experience

- 4-7

Nature of Experience

- ALM - Market Risk

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