CogNext - Manager- Liquidity Risk Management/Asset Liability Management

Responsibilities

1. Independently drive and execute projects for banking and financial services firms in the areas of Liquidity risk management, ILAAP, Liquidity stress testing, ALM and FTP

2. Engage with clients (banks) at various levels and ensure project execution as per project plan

3. Provide inputs in project planning and ensure project execution within agreed time and effort estimates

Assist in system evaluation, selection and implementation for various systems

4. Providing assistance on other risk management engagements in the BFSI space such as market risk and treasury engagements

5. Assist in enhancing current solutions and/or developing new solutions based on market needs and client requirements

6. To develop and process advanced risk management tools for monitoring and mitigating the various risks inherent in the ALM function and Liquidity Risk management functions

7. To serve as a gatekeeper for all Asset Liability Management (ALM) related policy frameworks

8. Developing and enhancing LRM, ILAAP, FTP frameworks and developing business and product performance measurement tools

9. Assist in developing marketing collateral, Thought Leadership and proposals

Professional experience/Mandatory requirements

1. Experience of 3 - 4 years, working in a bank or a reputed consulting firm in the areas of Liquidity risk management, Liquidity reporting, ALM & FTP

2. Comprehensive understanding of Asset Liability Management, Fund Transfer Pricing and Profitability frameworks

3. Understanding of risk management metrics and methodologies for liquidity risk and interest rate risk, including Basel III ratios

4. Knowledge of typical products offered by banks in India and GCC and cash-flow patterns corresponding to each product

5. Experience in data requirement analysis, mapping and data validation

6. Ability to work with large data sets, SQL, knowledge of R programming will be an advantage

7. Knowledge of how to configure ALM/FTP systems would be an added advantage

8. Moderate understanding of other Basel II and Basel III related aspects

Academic qualifications

1. The ideal candidate would be an Engineering graduate with significant experience in implementing frameworks and systems for LRM/ALM/FTP, market risk and/or Treasury

2. Post-Graduation in Finance or other additional certifications such as FRM, PRM etc. would be an added advantage

Characteristics and competencies

1. Ability to work comfortably at the highest levels of client organizations and interacting closely with high level executives in a range of environments

2. Must possess an impressive executive demeanour, a team oriented and collaborative approach, and excellent presentation skills, including strong oral and writing capabilities