Team Member ALM Risk

The role holder is responsible to measure, monitor & analyze ALM risk of the bank and sensitize BSMG/ALCO/RMC on possible excesses of the limits through computation of various risk parameters e.g. Liquidity gaps & ratios, DGAP, IRRBB, Stress testing etc.  

SECTION III: KEY RESPONSIBILITIES/ ACCOUNTABILITIES

Strategic/ Managerial Responsibilities 

Core Responsibilities 

• Good understanding of guidelines pertaining to Liquidity Risk Management & Interest rate risk in Banking Book. 
• Monitoring of various liquidity ratios like LCR, NSFR, stock ratios, SLS gaps, interest rate risk parameters such as EaR & MVE impact. 
• Strengthen existing risk framework with guidance of ALCO or Top Management for continuous improvement.  
• Handling automation assignments pertaining to IRRBB & various projects under ALM risk. 
• Proactive Risk Management and reporting of Liquidity & Interest rate Risk reports to RBI or Board/RMC/ALCO & preparation of ALCO minutes thereof. 
• Improvement in MIS framework and Implementation of updated guidelines on timely basis. 
• Preparation & analysis of stress testing results pertaining to liquidity & interest rate risk as per policy defined & RBI prescribed scenarios. 
• Address the queries with satisfactory resolution of queries or comments from various Audits and RBI  
• Understanding of ALM Risk Framework e.g. SLS, LCR, NSFR, IDL, DGAP, MVE etc. 
• Interaction with multiple teams like Finance, Balance Sheet Management Group, Middle Office etc. 

People Management or Self-Management Responsibilities  

• Optimization of available resources with aim to enhance productivity  
• Planning with aim to build future team leaders with continuous knowledge development  
• Back up availability for all activities covered under ALM Risk.  
• Guide team members on ALM Risk Management for active monitoring w.r.t market / regulatory developments 
• Detail-oriented with strong problem-solving and communication skills. 

Risk and Internal Control Responsibilities 

• Same as Core responsibility 

SECTION IV: KEY INTERACTIONS

Key Internal Interactions 

Purpose of Interaction 

ALCO, RMC and Top Management 

• Submission of ALCO MIS and Coordination for ALCO/RMC meetings 

Finance 

• For co-ordination of RBI submission & computation of various risk / exposure Reports. 

BSMG 

• For active management of ALM Risk and Compliance.  

Compliance 

• RBS Submissions 
• Clarifications for guidelines 
• RBS Audit 

IAD 

• Internal audit of ALM 

Key External Interactions 

Purpose of Interaction 

RBI 

• Clarifications for guidelines 
• Submission of feedback to draft guidelines 
• RBS Audit query resolutions 

SECTION V: KNOWLEDGE & EXPERIENCE

KNOWLEDGE 

Minimum Qualifications 

• CA / MBA 

Professional Certifications 

• CFA/FRM 

Language Skills 

• English 

EXPERIENCE 

Years of Experience 

• 4-7 

Nature of  

Experience 

• ALM - Market Risk