Deputy Manager/Manager - Market Risk (ALM)

Job description

Role & responsibilities • Preparation of ALCO note & RMC note, presenting it to seniors • Review of working of LCR and NSFR on a regular basis • Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement • Review and monitoring of counter party limit • Review and monitoring of mid-office report • Preparation of all required data for Risk Based supervision • Review of MCLR and other related reports • Review and monitoring of liquidity matrix, • Calculation of VaR and Stress testing • Coordinate with Treasury and finance for various work • Good Understanding of various market risk related jargons like LCR , NSFR , SLS , IRS , and FTP. • Good understanding of various regulatory reports of market liquidity risk • Good understanding of macro economics scenario , interest rate curve , market liquidity and its impact • Good command of Excel and Power point • Advance analytical skills as well as a thorough understanding of banking Interested candidates can share their updated resume on adarsh.pandey@utkarsh.bank.