MINIMUM 3 YEARS EXPERIENCE
Education qualification - CA/MBA/Masters - preferably in Economics / mathematics / statistics with
JOB DESCRIPTION
Assistance in preparation of ALCO Pack, including Liquidity and Reprising GAP statements, sensitivity analysis and other reports on a monthly basis within set timelines
v Computation of regulatory and internal liquidity ratios for reporting to ALCO
v To carry out stress test for liquidity and Interest rate risk in banking book on quarterly basis as per approved scenarios.
v Behavioral maturity analysis of accounts with ambiguous /undefined maturity (CASA, Overdrafts, Credit Card receivables, Fixed deposits etc) for use in preparing liquidity gap statement. Validation of results with updated data set on yearly basis.
v To prepare specific reports for statutory auditors & rating agencies with respect to ALM
v Tracking customer deposits on a daily basis with review comments on changes in average cost and concentration risk.
v Provide necessary assistance to project implementation team for migration to revised Fund Transfer Pricing methodology for bank.
v Computing and providing FTP rates for specified products to various business units as mandated by ALCO from time to time
v Assist in managing bank's ALM system and to carry out necessary mapping changes for incorporating additional products coming online in Core banking system
v Assist in enhancing ALM system to incorporate multi-entity feature. Providing access to international branch offices and educating staff on system features
v Assist in providing review points from ALM perspective for vetting of proposals received from various business units for funding / deployment of funds
v To compile market data from Bloomberg (i.e. Interest rates / FX, etc) system for incorporating into ALM system and preparing related MIS
v Assist in all other ALM related day to day job as mandated by functional head
PRESENT YOUR C.V HERE
v Computation of regulatory and internal liquidity ratios for reporting to ALCO
v To carry out stress test for liquidity and Interest rate risk in banking book on quarterly basis as per approved scenarios.
v Behavioral maturity analysis of accounts with ambiguous /undefined maturity (CASA, Overdrafts, Credit Card receivables, Fixed deposits etc) for use in preparing liquidity gap statement. Validation of results with updated data set on yearly basis.
v To prepare specific reports for statutory auditors & rating agencies with respect to ALM
v Tracking customer deposits on a daily basis with review comments on changes in average cost and concentration risk.
v Provide necessary assistance to project implementation team for migration to revised Fund Transfer Pricing methodology for bank.
v Computing and providing FTP rates for specified products to various business units as mandated by ALCO from time to time
v Assist in managing bank's ALM system and to carry out necessary mapping changes for incorporating additional products coming online in Core banking system
v Assist in enhancing ALM system to incorporate multi-entity feature. Providing access to international branch offices and educating staff on system features
v Assist in providing review points from ALM perspective for vetting of proposals received from various business units for funding / deployment of funds
v To compile market data from Bloomberg (i.e. Interest rates / FX, etc) system for incorporating into ALM system and preparing related MIS
v Assist in all other ALM related day to day job as mandated by functional head
PRESENT YOUR C.V HERE
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