Responsibilities:

• Assistin measuring, controlling and managing market risk/ liquidity risk/ ALM on a bank-wide basis within the limits set by the RBI / Board / MRMC.
• Assist in implementation of Market Risk Management Policy, Asset Liability Management Policy, and Limit Management Framework.
• Prepare periodic RBI reports for compliance of Market Risk, Liquidity and ALM Limits
• Assist in evaluation and analysis of market risk/ liquidity risk/ALM exposures by employing statistical and other approaches. Portfolio monitoring / tracking & escalation of adverse new events.
• Assist in production and distribution of market risk/liquidity/ALM reports including investigation and analysis of exceptions.
• Perform market risk capital charge computation, periodic valuation and provisioning of the entire portfolio.
• Conduct stress test on periodic basis and assess its impact on Bank’s capital and earnings

Skills:

• Good analytical and communication Skills
• Sound understanding of regulatory guidelines on market risk, liquidity risk and ALM issued by RBI and regulations that impact businesses in general
• Knowledge or understanding of VaR/ NOOP analysis and accounting policies/practices.
• Experience with or knowledge of trading products in capital markets like corporate bonds, GSECs etc.
• Good knowledge of Structural Liquidity Statement(SLS), Interest Rate Sensitivity(IRS) statement preparations methods, tools & techniques or Valueat Risk(VaR) computation

Qualifications:

Professional qualification / certification (CA, CFA, FRM or MBA in Finance) would be an added advantage