Responsible for governance, risk control, reporting of Liquidity risk and Interest rate risk on the banking book (IRRBB) of the Bank
Key Accountabilities
- Policy formulation refinements, computation and monitoring of liquidity risk & IRRBB measures in line with Bank's risk appetite and regulatory framework
- Ensure adequate governance, exercise risk control, carry out reporting and related analysis for liquidity risk and IRRBB
- Coordinate with different stakeholders in the Bank and at Head Office to ensure risk governance and control
- Liaise with auditors to ensure resolution of issues and compliance
- Interact with senior management and committees in areas relating to liquidity risk & IRRBB
Job Duties & Responsibilities
- Ensure that the policies are in line with regulatory framework and as per the risk appetite of the Bank
- Monitoring and reporting the risk metrics for liquidity risk & IRRBB for risk control and regulatory purposes
- Annual review of liquidity risk & IRRBB limits, policies and related documents
- Performing stress testing and analysing the impact
- Highlight to senior management areas of concern in liquidity risk and interest rate risk on banking book
- Ensure compliance with internal and regulatory guidelines
- Handling external and regulatory audit queries/requirements or issues raised by various departments and resolving them on timely basis
- System testing and validation of new products and risk functionalities
- Liaising with HO in matters related to liquidity risk & IRRBB
- Automation of liquidity risk & IRRBB related processes and sub processes based on feasibility
- Handle Business Continuity Processes, Disaster Recovery & Risk Controls Self Assessment related activities associated with the unit
Required Experience
- Requisite relevant years of experience in Market & Liquidity Risk
Education Preferred Qualifications
- University graduation
- CA/MBA / PGDBA or equivalent
- CFA, FRM equivalent preferred
Core Competencies
- Good analytical skills
- Knowledge about Banking and related regulations
- Ability to work and interact with the team, peers and seniors in a cohesive manner
- Knowledge of data handling, MS Office suite ( especially MS excel) and coding will be an asset
Technical Competencies
- Good understanding of both assets and liability products offered by Banks
- Knowledge about Treasury products & related risk systems, their valuation, regulations and the risk associated with them will be a plus
Work Relationship
- Work with team members and facilitate delivery and execution by the team seamlessly
- Ability to work & collaborate with peers across teams and also with senior management of the Bank
Primary Location
India-Maharashtra-Mumbai
Job
Risk Management
Schedule
Regular
Job Type
Full-time
Job Posting
Dec 11, 2025, 2:30:00 AM
