Control over periodical activities like monitoring treasury activities, analysis and reporting
Provision of sufficient guidance to implement necessary actions to regulations I regulatory requirements
Risk analysis for Recent Products implementation
Ensuring the accurate results to be communicated on time to the appropriate authority
Control over well-timed reporting/notification of irregularities
Conducting and Facilitating monthly ALM Meeting
Responsible for Risk Based Supervision related to MRM
Providing content for ICAAP, Basel and balance sheet disclosures
Facing Concurrent Audit I Stat. Audit I HO audit I Dealing room audit and completion of actions recommended by regulators/auditors at the latest audit
Reviewing policy and procedure as and when due or required
Business Continuity Plan for the Department and its periodical review
Preparing reporting format and procedure of any recent product I requirement
Providing support in system implementation and modification, if any
Review of monitoring & reporting activities to improvise and automate the processes




Following compliance policies, internal rules and regulations.

Knowledge & Skills (a) Knowledge
Should be able to prepare and check liquidity reports and interest rate risk reports as per RBI regulations
Should have knowledge relating to Treasury and Treasury Products including Money market operations, derivatives, FX and Forwards, options etc.
Familiar with the concepts of VaR, valuation of securities and derivatives.

(b) Skills
Should have positive analytical skills
Must possess skill to understand VBA macro coding
Should have skills to manage the Team

(c) Experience Must have at least 10 years of working experience in the area of Market Risk Management

(d) Qualifications

Graduation in Finance or Accounting or higher degree in Business (MBA) or CA or any other related subject.

(e) Certification
Certificate in Risk in Financial Services (IIBF & CISI)
FRM/PRM/CFA

📌 Director Market And Liquidity Risk Mumbai
🏢 SMBC Group
📍 Mumbai