Experience
1 - 3 yrs
Job Location
Navi Mumbai, India
Vacancy
3
Designation
Deputy Manager- Risk
Job Type
ONSITE
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 Stress testing
- Coordinate with Treasury and finance for various work
- Good Understanding of various market risk related jargons like LCR , NSFR , SLS , IRS , and FTP.
- Good understanding of various regulatory reports of market liquidity risk
- Good understanding of macro economics scenario , interest rate curve , market liquidity and its impact
- Good command of Excel and Power point
- Advance analytical skills as well as a thorough understanding of banking
Interested candidates can share their updated resume on adarsh.pandey@utkarsh.bank.
No Referrers Available
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