Asset Liability Management Risk - Mgr / Sr. Mgr YES BANK
YES BANK
Office Location
Full Time
Experience: 2 - 2 years required
Pay:
Salary Information not included
Type: Full Time
Location: All India
Skills: Risk management, stress testing, SLS, LCR, IDL, CFA, FRM, Liquidity Risk Management, Interest Rate Risk, Banking Book, MIS framework, ALM Risk Framework, NSFR, DGAP, MVE, CA, Mba
About YES BANK
Job Description
ROLE SUMMARY 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. 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. 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. Handling automation assignments pertaining to IRRBB & various projects under ALM risk. 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 Risk and Internal Control Responsibilities Same as Core responsibility Minimum Qualifications CA / MBA Professional Certifications CFA/FRM Language Skills English EXPERIENCE Years of Experience 2-5 Nature of Experience ALM - Market Risk,