Senior Manager - Risk Management - BFS

Job Responsibilities involves :

- Duration Gap Analysis (Preparation and Regulatory Filling)

- BLR Filling and other risk related returns preparation and submissions

- Calculation of Net Stable Funding ratio and Leverage Ratio

- Risk Management Policy Preparation, Review and Updating such as ALM , Liquidity, Country Risk, Risk Appetite, Credit Risk, Operational Risk, Market Risk, Stress Testing, FTP Policy

- Preparation of Interbank Exposure

- Liaison with regulator for Supervisory Assessment

- Responsible for Risk Assessment Report and Risk Mitigation Plan

- Capital & risk weighted asset calculation

Expertise in :

- Earning at Risk

- Credit Risk Limit monitoring

- Market Risk Limit Monitoring

- Country Risk

- Liquidity Management and calculation of Liquidity Ratios, LCR

- Stress Testing

- Intraday Liquidity Stress Test

- NOOP

- ICAAP Preparation

- RBI tranches data

- Conducting Quarterly ALCO

- CRAR Calculations

Desired Candidate Profile :

- Minimum 12 years experience in Risk operations preferred .

- Experience from Banking Industry .

- MCLR, EBLR