Team Member ALM Risk

The role holder is responsible to measure, monitor & analyze ALM risk of the bank and sensitize BSMG/ALCO/RMC on possible excesses of the limits through computation of various risk parameters e.g. Liquidity gaps & ratios, DGAP, IRRBB, Stress testing etc.

SECTION III: KEY RESPONSIBILITIES/ ACCOUNTABILITIES Strategic/ Managerial Responsibilities Core Responsibilities

• Good understanding of guidelines pertaining to Liquidity Risk Management & Interest rate risk in Banking Book.
• Monitoring of various liquidity ratios like LCR, NSFR, stock ratios, SLS gaps, interest rate risk parameters such as EaR & MVE impact.
• Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement.
• Handling automation assignments pertaining to IRRBB & various projects under ALM risk.
• Proactive Risk Management and reporting of Liquidity & Interest rate Risk reports to RBI or Board/RMC/ALCO & preparation of ALCO minutes thereof.
• Improvement in MIS framework and Implementation of updated guidelines on timely basis.
• Preparation & analysis of stress testing results pertaining to liquidity & interest rate risk as per policy defined & RBI prescribed scenarios.
• Address the queries with satisfactory resolution of queries or comments from various Audits and RBI
• Understanding of ALM Risk Framework e.g. SLS, LCR, NSFR, IDL, DGAP, MVE etc.
• Interaction with multiple teams like Finance, Balance Sheet Management Group, Middle Office etc.

People Management Or Self-Management Responsibilities

• Optimization of available resources with aim to enhance productivity
• Planning with aim to build future team leaders with continuous knowledge development
• Back up availability for all activities covered under ALM Risk.
• Guide team members on ALM Risk Management for active monitoring w.r.t market / regulatory developments
• Detail-oriented with strong problem-solving and communication skills.

Risk And Internal Control Responsibilities

• Same as Core responsibility

SECTION IV: KEY INTERACTIONS Key Internal Interactions Purpose of Interaction ALCO, RMC and Top Management

• Submission of ALCO MIS and Coordination for ALCO/RMC meetings

Finance

• For co-ordination of RBI submission & computation of various risk / exposure Reports.

BSMG

• For active management of ALM Risk and Compliance.

Compliance

• RBS Submissions
• Clarifications for guidelines
• RBS Audit

IAD

• Internal audit of ALM

Key External Interactions Purpose of Interaction RBI

• Clarifications for guidelines
• Submission of feedback to draft guidelines
• RBS Audit query resolutions

SECTION V: KNOWLEDGE & EXPERIENCE KNOWLEDGE Minimum Qualifications

• CA / MBA

Professional Certifications

• CFA/FRM

Language Skills

• English

Experience Years of Experience

• 4-7

Nature of Experience

• ALM - Market Risk