Liquidity Risk Role - Bank

Liquidity Risk role with a Bank

Client is a well known Bank and rated among its peer group

Role Specs:

Shall be involved in Liquidity Risk Management functions;

- 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.

- Computation of SLS of both Domestic and IBU operations

- Providing early warning signals of impending liquidity problems to top management

- Liquidity Key Ratios - Stock Approach

- Liquidity Ratios - Computation / Monitoring

- 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)

- Preparation of ALCO Agenda & Presentation, ALCO Action Points & Minutes.

Candidate specs :

- Strong relevant experience in Liquidity Risk Management in Banks.

- Must have comprehensive understanding of Liquidity Risk management, Balance Sheet of Banks, RBI guidelines on ALM / Liquidity Risk Management etc.

- Must possess working knowledge of Basel and IRRBB requirements

Candidates from Consulting background can also apply.