Manager/Senior Manager - Money Marker Risk

- Responsible for daily and periodical reports related to Market & Liquidity Risk

- Implementation of IRRBB. Calculation and submission of IRRBB related returns/ disclosures as per RBI guidelines

- Responsible for day-end revaluation rate upload and valuation of Treasury portfolios

- Implementation of HO and RBI new guidelines / modifications related to Market & Liquidity Risk like LCR, NSFR, and Market Risk Capital Charge etc.

- Responsible for Preparation of agenda of RMC / MC and convening ALCO

- Handling all kind of audits and audit related activities pertaining to Market & Liquidity Risk

- Timely and Accurate RBI reporting through relevant platforms

- Framing Policies and Procedures along with periodical review

- Co-ordination with HO counterparts and other departments

- Periodical disclosures and ad-hoc requirements related to Market & Liquidity Risk

- Overall responsible for all the activities and conduct of the department.