Deputy 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.