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 robust 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 Professional Certifications
• CFA/FRM Language Skills
• English Experience Years of Experience
• 4-7 Nature of Experience
• ALM
- Market Risk

📌 Team Member ALM Risk (Mumbai)
🏢 Yes Bank
📍 Mumbai