Senior Associate, Specialist, Market & 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 .

Job Duties, responsibilities and requirements

• 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.

Required Experience

• relevant experience in Liquidity Risk / Market Risk

Education / Preferred Qualifications

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

Core Competencies

• 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

Technical Competencies

• 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

Work Relationship

• 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.

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