1 Utkarsh Small Finance Bank Deputy Manager Job

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 MTM
• Calculation of ICAAP and stress testing
• Coordinate with Treasury and finance for various work

Preferred candidate profile

• Good understanding of various market risk related jargons like LCR, NSRF, SLS, IRS and FTP.
• Good understanding of various regulatory reports of market liquidity risks
• Good understanding of macro-economic scenario, interest rate curve, market liquidity and its impact
• Good command of Excel and PowerPoint
• Advanced analytical skills as well as a thorough understanding of banking laws, regulation, and policies and the ability to apply and explain complex regulatory, financial, and analytical concepts

Interested candidate may share their resume on adarsh.pandey@utkarsh.bank