Deputy Manager - Asset Liability Management / Liquidity Risk Managemen

Job Title : Deputy Manager ALM / Liquidity Risk Management

Department : Risk Management Department

Location : Prabhadevi, Mumbai

Reporting to : Deputy General Manager

Role Summary:

The Assets Liability Management (ALM) team member will be responsible for preparation of ALM statements and related returns, formulation of ALM and Liquidity policyand computation of liquidity ratios and analysis with respect to ALM/ Liquidity. The individual should have regulatory knowledge and strong analytical skills.

Key Responsibilities:

1. Preparation of Asset and Liability Management (ALM) statements viz. i.e. Structural Liquidity Statement (SLS), Interest Rate Sensitivity Statement (IRS) & Short-Term Dynamic Liquidity (STDL).

2. Reporting of various ALM & related returns on the Centralised Information Management System (CIMS) platform of RBI.

3. Generation of Structural Liquidity Statement (SLS) position under different assumed scenarios as well as for projected balance sheet.

4. Behavioural analysis of various assets and liabilities as well as off- balance sheet items for the purpose of ALM bucketing.

5. Computation of Liquidity Ratios under Stock Approach and CAMELs Approach

6. Preparation of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)

7. Computation of Capital Charge for Market Risk

8. Preparation of office notes for submission to ALCO, Risk Management Committee (RMC), Board etc

9. Computation of Earnings at Risk (EAR) of the bank under different scenarios

10. Formulation of Asset Liability Management (ALM) and Liquidity Risk Management Policy

11. Attending RBI audit queries pertaining to ALM and Liquidity management

12. Liquidity stress tests and scenario analysis

13. Computations pertaining to Interest Rate Risk in the Banking Book (IRRBB)

14. Overall risk reporting including regulatory reporting

Qualifications & Experience:

• Bachelor’s degree in Finance, Business Administration, Chartered Accountant
• 2 to 4 years of experience in ALM and Liquidity Risk Management.
• Strong understanding of RBI guidelines and other banking regulations.

Skills:

• * Risk Assessment
• * Data Analysis
• * Report Writing
• * Communication