Manager – Liquidity Risk / ALM (Asset Liability Management)

Job Functions:

Skill:

·       Develop and process advanced risk management tools for monitoring and mitigating the various risks inherent in the ALM function. Including but not limited to:

·       Profit Rate in the Banking Book (IRRBB).

·       Economic Value of Equity (EVE).

·       Asset Liability profiling (reprising, gaps, etc.)

·       Manage the overall liquidity and market risk management function for the bank.

·       Reporting of LSRR, ELAR and implementation of Basel III related measures namely LCR and NSFR.

·       Review the risk appetite on market and liquidity risk regulatory/internal requirements.

·       Manage/review funds transfer pricing FTP for business products.

·       Risk Limits monitoring, develop monitoring tools for various risks under market and liquidity for Islamic products and international best practices.

·       Conduct stress testing and external shocks related to IRRBB, liquidity risk and market risk.

·       ICAP and Basel III reporting under market risk & liquidity risk.

·       Active coordination with finance/treasury on ratios, gaps, NII etc. and assisting the unit head in daily reporting to senior management.

·       Coordination with technology teams/ IT on data in building risk models / MIS.

·       Develop, implement, validate and maintain Asset and Liability Management (ALM) models for different segments of banks portfolios.

·       Develop ALM policies and procedure manuals for management of key balance sheet risks.

·       Develop new approaches and ideas to fit client needs, by utilizing various quantitative and qualitative analysis, assessments and techniques.

·       Preparing reports for senior management, Board committees, and Regulatory ad hoc requirements.

·       To serve as a gatekeeper for all the above, ALM, Liquidity and FTP related policy frameworks in the bank.

·       Preparing reports for senior management, Board committees, and Regulatory ad hoc requirements.

·       Training peers, teams, or departments as necessary.

·       Addressing audits and observations.

Job Requirements:

·       Bachelor’s Degree

·       External certifications like CFA, CPA or FRM would be an added advantage.

·       5-10 year experience in related field preferably in mid to large size banks.

·       Out of the total experience at least 5 years in Risk Management/Asset Liability Management/.

·       Must have risk management skills, quantitative skills/understanding of all the core functionalities of a Bank and Treasury.

·       Commercial acumen and ability to prepare plans and strategies are essential.