Sr. Manager/ AVP-Market Risk & Liquidity Risk, NBFC

To Build a Framework for Managing Market Risk (Including Interest Rate risk and Currency Risk) and Liquidity Risk Framework JD Market Risk and Liquidity Risk · Responsible for building and implementing Liquidity Risk Framework (LRM), Strategies and practices as per regulatory guidelines · Adopting Liquidity Risk Monitoring Tools · Lead in deep dive and ad-hoc projects on Liquidity and Treasury Risk matters which includes coordination with Businesses, Treasury, Risk, IT, and Reporting teams. · Produce and deliver risk presentations to senior management and regulators. · Responsible for set-up and review of the Market Risk and Counterparty Credit Risk Policies / Frameworks. Propose amendments based on changes in risk profile due to changes in the Bank strategy, products and regulatory requirements · Responsible for setting / review of market risk limits and help to put up for MRC/RMCB/BOD for approval and monitor the Market Risk limits as per the approved policies. Review of pre-approved list of investments. · Managing Interest Rate and Currency Risk · Conducting Stress Testing from Liquidity and Market Risk point of view · Reviewing exposure in Hedging positions and forward contracts taken by the company to assess the risk coverage Specification & Key Requirements Includes: Education Graduate/Postgraduate in Finance, or related fields. MBA/CA/FRM preferred. Specialized Knowledge Exposure and experience in managing Market Risk and Liquidity Risk in Financial Industry Skill Set (Must) Strong understanding of RBI NBFC regulations, from Market Risk and Liquidity Risk point of view Excellent communication and presentation skills Strong in policy formulation Possessing strong market knowledge and industry practice in same line of business from liquidity and market risk point of view Experience in building and implementing Liquidity Risk Framework (LRM), Strategies and practices as per regulatory guidelines Relevant experience working in treasury/Market Risk and liquidity Risk management department Skill Set (Desired) Experience in policy formulation and working with risk systems Conducting Stress testing Presentation Skills Tracking Market Reports Technical Skill Data Analysis & Reporting (Advanced Excel, SQL), Power Point, Word Risk Management Tools & Platforms Knowledge of LMS Professional Certificate (If Any) Experience Range 3-7 years of experience in Risk Management or Policy Roles in NBFC/Banks. Abilities · Risk Assessment · Analytical & Decision Making · Regulatory Interpretation · Risk System & Data Orientation · Strategic & Process Thinking Preferred Industry NBFC/Banks Language proficiency English (written & verbal) Keywords for Search Market & Liquidity Risk (NBFC) Risk Framework (NBFC) Show more Show less