Deputy Manager

2 - 7 years

11 - 12 Lacs

Posted:23 hours ago| Platform: Naukri logo

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Work Mode

Work from Office

Job Type

Full Time

Job Description

Assessment of Market Risk and liquidity risk of the Bank on a regular basis

KEY 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

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