Risk Manager - BFS

Risk Manager

JD:

1. Responsible for oversight & management of Market Risk in the Bank Regulatory reporting to RBI related to Liquidity such as LCR/BLR/ALM/IRS/SLS/NSFR etc.

2. Support the Management of the Bank in establishing the appropriate Risk-Appetite & Risk Limits for market risk and monitoring of various Limits.

3. Recommend the most appropriate framework keeping in view the Reserve Bank of India and HQ guidelines into considerations.

4. ICAAP/ CRAR calculation/ stress testing/formation of policies, Regulatory reporting (LEF/LRR/RCA3)

5. Provide continuous inputs to Senior Management taking into account the changing market environment.

- Constant surveillance of all Market Risk.

6. Ensure that Bank does not take unacceptable risks. For acceptable risks, controls and monitoring framework must be ensured.

7. Ensure that the trading strategies used by Trading Desks are as per their desk & dealer mandates.

8. Collaborate and negotiate will all departments so that Market & Operational Risks Levels of the Bank are kept at acceptable levels.

9. Monitor trade undertaken by Treasury department (including Rate Scan, Dealer Chat Surveillance, Market manipulation checks etc).

10. Liaise with Regulators, Statutory Auditors etc.

11. Computation of Interest Rate Risk in Banking Book (IRRBB).