Senior Associate Specialist Market And Liquidity Risk Risk Management Group

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 .
  
  

• 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.
  
  

• relevant experience in Liquidity Risk / Market Risk
  
  

• University graduation
• CA/MBA / PGDBA or equivalent
• CFA, FRM equivalent preferred
  
  

• 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
  
  

• 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
  
  

• 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.