Head/VP/SVP - ALM & Market Risk - Banking

Position: Head ALM & Market Risk (VP / SVP)

Experience: 10 to 15yrs

Education: Master's Degree or Chartered Accountancy

CTC: Open

Location: Chennai

Looking for People from Banking Industry.

Brief:

Responsible for : 

- ALM risk management primarily liquidity risk and interest rate risk in banking book

- Market risk & Mid Office Risk Monitoring - Fixed Income & Money Markets.

- Identification of risk factors and its assessment on timely basis including impact on portfolio.

- Continuous improvement in risk management framework and monitoring tools

- Independent valuation of investment portfolio and rate scan to assess any outlier transactions.

- Assessment of risk measures like PV01, VaR, Duration, Convexity, etc.

- Monitoring of adherence against ALM & market risk limits

- Assessment o Marginal Cost of Funds

- Assessment of behaviours models for cash flows modelling

- Implementation of the Basel framework (incl. capital charge) for Market Risk, Liquidity and Interest rate risk in banking book.

- Provide timely insights to the top management, prepare Board notes and other returns for Regulatory submissions

- Identification of risk factors and its assessment on timely basis.

- Conducting stress tests market risk, liquidity and interest rate risk in banking book and reviewing stress testing framework periodically to incorporate changes in underlying risks, market dynamics, etc.

- Conducting ALCO meetings, providing ALCO Support and implementing directives from governing committees (ALCO/ IC/ RMC)

- Must have good knowledge of FX & derivative, assessment of risk and impact on the portfolio, etc.

- Managing the ALM and Market Risk team

Kumaravel
Skills HR Team