Treasury & Markets: ALM - Analytics

About Treasury

. The Treasury department is responsible for supervising the Bank's funding position and maintaining its

regulatory reserve requirements.

. It invests in sovereign and corporate debt instruments and engages in proprietary trading in equity and fixed

income securities, foreign exchange, currency futures and options.

. The division further governs the Bank's investments in commercial paper, mutual funds and floating rate

instruments as part of the management of short-term surplus liquidity. Moreover, it offers a wide range of treasury

products and services to corporate customers

About the Role

Treasury & Markets: ALM - Analytics function include the projection of LCR through detailed analysis of daily and monthly

movements, forward-looking scenario assessments, and attribution analysis preparation of the funding plan by

synthesizing inputs from various lending and deposit units to ensure optimal liquidity management development of

presentation decks for Mancom/ALCO building and publishing FTP curves for INR and foreign currencies computation

of MCLR and external lending benchmarks analysis of NSFR trends along with peer comparisons managing and

strategizing IRRBB conducting peer bank comparisons across key balance sheet management areas and ensuring

compliance with RAR and IAD observations related to deposit queries.

Key Responsibilities

. Balance sheet management - Liquidity and Interest risk management . Optimal management of HQLA . Daily LCR and NSFR . NIM management . Inputs to deposit pricing

Qualifications

MBA (Finance, Tier 1 institute preferable) , CA (preferably rank holders), CFA