Risk Manager (Market and Liquidity Risk)/CRO

Role & responsibilities

1. Responsible for oversight & management of Market Risk in the Bank Regulatory reporting to RBI related to Liquidity such as LCR/BLR/ALM/IRS/SLS/NSFR etc.

2. Support the Management of the Bank in establishing the appropriate Risk-Appetite & Risk-Limits for market risk and monitoring of various Limits.

3. Recommend the most appropriate framework keeping in view the Reserve Bank of India and HQ guidelines into considerations.

4. ICAAP/ CRAR calculation/ stress testing/ formation of policies, Regulatory reporting (LEF/LRR/RCA3)

5. Provide continuous inputs to Senior Management taking into account the changing market environment. Constant surveillance of all Market Risk

6. Ensure that Bank does not take unacceptable risks. For acceptable risks, controls and monitoring framework must be ensured.

7. Ensure that the trading strategies used by Trading Desks are as per their desk & dealer mandates.

8. Collaborate and negotiate will all departments so that Market & Operational Risks Levels of the Bank are kept at acceptable levels.

9. Monitor trade undertaken by Treasury department (including Rate Scan, Dealer Chat Surveillance, Market manipulation checks etc).

10. Liaise with Regulators, Statutory Auditors etc.

11. Computation of Interest Rate Risk in Banking Book (IRRBB).

Preferred candidate profile

1. More than 5 years of experience in Risk Management functions.

2. Good understanding of Basel framework & Regulatory Guidelines (pertaining to Market
Risk & Treasury).

3. Good Excel skills & knowledge of Treasury Systems. Analytical and Quantitative skills.
Ability & willingness to learn, to perform new functions.

4. Excellent Knowledge of Treasury Products, Global Markets and the Regulatory Environment.

5. Should have good understanding of industry and risk management, knowledge of regulations, legal framework.

6. Ability to handle senior stakeholders (both nationally & internationally).

7. Excellent communication skills (verbal & written).

8. Should be able to think strategically and provide solutions to the Management.

9. Result oriented.

10.Education background Graduation (min). Preferred – Post Graduation & RBI recognized certifications, FRM/ PRM qualification