Posted By
Posted in
Banking & Finance
Job Code
1432330
Position Title : DVP/ VP - Liquidity Risk (depending on number of years of relevant experience) Department : Risk Management Group
Reports To : Head - ALM Risk Section : ALM Risk Group
DESIRED EXPERIENCE -
Candidate shall have 12- 18 years of experience in Liquidity Risk Management in Banks. Candidate shall possess comprehensive understanding of Liquidity Risk management, Balance Sheet of Banks, RBI guidelines on ALM / Liquidity Risk Management etc. Candidate shall possess knowledge of Basel and IRRBB requirements.
Responsibility Areas:
Responsible for Liquidity Risk Management functions;
- In-depth understanding of Liquidity standards prescribed under Basel III and other regulatory framework.
- Preparation of ALCO Agenda & Presentation, ALCO Action Points & Minutes. Catering to adhoc requirements related to ALCO
- Comprehensive understanding of Structural Liquidity Statement framework and computation.
- Measuring the cash flow mismatches at different time bands on residual maturity or projected future behaviour of assets, liabilities and off-balance sheet items against its prudential limits.
- Providing early warning signals of impending liquidity problems to top management
- Liquidity Key Ratios - Stock Approach
- Liquidity Ratios - Computation / Monitoring;
- Liquidity Coverage Ratio (LCR)
- Net Stable Funding Ratio (NSFR)
- Stock Ratios
- Monitoring of Contingency Management Triggers and Contingency Funding Plan.
- Interest Rate Sensitivity Statements (TGA & DGA) - Computation of Earnings at Risk (EaR) & impact of change in interest rate on Market Value of Equity (MVE).
- Analyzing Concentration risk of liabilities profile.
- Marginal Cost of Funds based Lending Rate (MCLR)
- IRRBB - New Framework
- Based on RBI draft guidelines to create a framework and build up in system to implement IRRBB.
- Implementation and up gradation of Liquidity Risk system, Reports: MIS reports implementation & validation
- Handling of queries from various stakeholders e.g. RBI/Auditors etc.
- Team Management.
- Analyzing, monitoring and reporting the liquidity risk profile to ALCO Members
- Submission of data on Liquidity Risk under RBS, review and analysis of the variations.
SKILL SET:
- Educational / Professional Qualification MBA (Fin.)/CA preferably with Mathematics or Statistics as one of the major subject at graduation / post-graduation level;
- Risk Management qualification like FRM / PRM or CFA will have an added advantage
Technical Knowledge:
- Familiarity with Power BI tools will have additional advantage
- Strong analytical and problem solving skills.
- Proficient with MS Excel and Excel Macro
- Understanding the ever changing market dynamics and its impact on various products and subsequent/proactive strategy of portfolio management.
- Possess excellent interpersonal and communication skills with an ability to interact at various hierarchical levels, with specific orientation to stakeholder interests.
- Well organized and ability to perform under stringent time line pressures without compromising on the end result quality
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Posted By
Posted in
Banking & Finance
Job Code
1432330