Senior Manager - Asset Liability Management - Bank

Senior ALM MAnanger

- Understanding of bank products and balance sheet;

- Excellent in excel and should have working knowledge macros and VBA;

- Should have basis knowledge of SQL to extract the data from database;

- Well verse with banking domain and RBI guidelines;

- Should know the various regulatory reports such as

- LCR (Liquidity Coverage Ratio),

- NSFR (Net Stable Funding Ratio),

- SLS (Structural Liquidity Statement),

- CRR (Fortnightly Return in Form A)-SLR (Statutory Liquidity Ratio report),

- NOOP (Net Overnight Open Position),

- IRS (Report on Interest Rate Sensitivity), market value of equity, Interest rate risk, etc.;

- Should be able to prepare all materials for the ALCO (an asset-liability committee) and conduct ALCO meeting;