Senior Manager - Asset Liability Management - Liquidity & Interest Rate Risk
Asset Liability Management Group is responsible for management of liquidity and interest rate risk of the Bank. The team is responsible for day-to-day management of liquidity and interest rate risk of the Bank covering inter alia:
- Proactive management of short-term fund mismatches to take advantage of the arbitrage opportunities that may become available in the market from time to time,
- Working in close co-ordination with the various groups in the Bank for day-to-day management of liquidity to ensure that adequate liquidity is maintained at all times,
- Planning the borrowing program of the Bank over the medium term
- Ensuring compliance with the regulatory and internal limits pertaining to asset-liability management for the domestic operations of the Bank
- Managing the interest rate risk of the Bank.
- Formulating transfer pricing framework of the Bank.
Person Requirement :
- CA / MBA Finance with 3-8 years of relevant experience
- Experience in Asset Liability Management, Liquidity Risk Management & Interest Rate Risk Management
- Understanding of treasury products, balance sheet.