To build and implement Liquidity Risk Framework (LRM), Strategies and practices as per regulatory guidelines To adopt Liquidity Risk Monitoring Tools To lead deep dive and ad-hoc projects on Liquidity and Treasury Risk matters which includes coordination with Businesses, Treasury, Risk, IT, and Reporting teams. To produce and deliver risk presentations to senior management and regulators. To set-up and review of the Market Risk and Counterparty Credit Risk Policies / Frameworks. To propose amendments based on changes in risk profile due to changes in the Bank strategy, products and regulatory requirements To set/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. To manage Interest Rate and Currency Risk To conduct Stress Testing from Liquidity and Market Risk point of view To review exposure in Hedging positions and forward contracts taken by the company to assess the risk coverage
Job Title
Market Risk Manager