Chief Manager - Market Risk

Utkarsh Small Finance Bank

5 - 10 years

12 - 22 Lacs

Navi Mumbai

Posted:4 weeks ago| Platform:

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Skills Required

Asset Liability Management Regulatory Reporting Icaap ALCO Stress Testing Liquidity Risk

Work Mode

Work from Office

Job Type

Full Time

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 MTM
Calculation of ICAAP and stress testing
Coordinate with Treasury and finance for various work

Preferred candidate profile

Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP.
Good understanding of various regulatory reports of market liquidity risks
Good understanding of macro-economic scenario, interest rate curve, market liquidity and its impact
Good command of Excel and PowerPoint
Advanced analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts

adarsh.pandey@utkarsh.bank

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