About this role
Job Purpose Responsible for governance, risk control, reporting of Liquidity risk and Interest rate risk on the banking book (IRRBB) of the Bank Key Accountabilities & Requirements
• Computation and monitoring liquidity risk & IRRBB measures in line with Bank's risk appetite and regulatory framework. • Ensure adequate governance, exercise risk control and carry out reporting and related analysis for liquidity risk and IRRBB including coordination with different stakeholders in the Bank and at Head Office. • Liase with auditors to ensure resolution of issues and compliance • Interact with senior management and committees in areas relating to liquidity risk & IRRBB . Job Duties & responsibilities
• Ensure that the policies are in line with regulatory framework and as per the risk appetite of the Bank. • Assist in annual review of liquidity risk & IRRBB limits, policies and related documents. • Performing stress testing and analysing the impact. • Analyse the liquidity risk & IRRBB • Highlight to senior management areas of concern in liquidity risk and interest rate risk on banking book • Ensure compliance with internal and regulatory guidelines. • Handling audit queries/requirements or issues raised by various departments & resolving them. • System testing and validation of new products and risk functionalities. • Liaising with HO in matters related to liquidity risk & IRRBB • Automation of liquidity risk & IRRBB related processes/sub processes based on feasibility • Handle Business Continuity Processes, Disaster Recovery & Risk Controls Self Assessment related activities associated with the unit. Required Experience
• relevant experience in Liquidity Risk / Market Risk Education / Preferred Qualifications
• University graduation • CA/MBA / PGDBA or equivalent • CFA, FRM equivalent preferred Core Competencies
• Good analytical skills • Knowledge about Banking and related regulations. • Ability to work and interact with the team, peers and seniors in a cohesive manner • Knowledge of data handling, MS Office suite and coding will be an asset Technical Competencies
• Good understanding of both assets and liability products offered by Banks. • Knowledge about Treasury products & related risk systems, their valuation, regulations and the risk associated with them would be a plus Work Relationship
• Ability to work & collaborate with peers across teams and also with senior management of the Bank. • Work with team members and facilitate delivery and execution by the team seamlessly.
Location: Mumbai Job: Risk Management Schedule: Regular Employee Status: Full time