Chief Manager/Manager - Market Risk

Utkarsh Small Finance Bank; Navi Mumbai; On-site; INR 800,000 - 1,000,000; Full time

Job summary

Utkarsh Small Finance Bank in Navi Mumbai is seeking an analyst to prepare ALCO and risk notes, review LCR/NSFR, and coordinate with treasury and finance to ensure regulatory compliance.

Role involves data preparation for risk-based supervision, VaR and stress testing, and regular monitoring of liquidity metrics. A strong banking knowledge base and advanced Excel/PowerPoint skills are essential.

Qualifications

• Strong understanding of market liquidity risk.
• Experience in regulatory reporting and ALCO processes.

Responsibilities

• Preparation of ALCO note & RMC note, presenting it to seniors.
• Review of working of LCR and NSFR on a regular basis.
• Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement
• Review and monitoring of counter party limit
• Review and monitoring of mid-office report
• Preparation of all required data for Risk Based supervision
• Review of MCLR and other related reports
• Review and monitoring of liquidity matrix
• Calculation of VaR and Stress testing
• Coordinate with Treasury and finance for various work
• Good Understanding of various market risk related jargons like LCR , NSFR , SLS , IRS , and FTP.
• Good understanding of various regulatory reports of market liquidity risk
• Good understanding of macro economics scenario , interest rate curve , market liquidity and its impact
• Good command of Excel and Power point
• Advance analytical skills as well as a thorough understanding of banking

Skills

Advanced Excel

PowerPoint

Financial analysis

Regulatory knowledge (LCR/NSFR)

Tools

Regulatory reporting

Job description

Role & responsibilities

• Preparation of ALCO note & RMC note, presenting it to seniors
• Review of working of LCR and NSFR on a regular basis
• Calculation of Structured liquidity statement and interest rate sensitivity as per regulatory requirement
• Review and monitoring of counter party limit
• Review and monitoring of mid-office report
• Preparation of all required data for Risk Based supervision
• Review of MCLR and other related reports
• Review and monitoring of liquidity matrix,
• Calculation of VaR and Stress testing
• Coordinate with Treasury and finance for various work
• Good Understanding of various market risk related jargons like LCR , NSFR , SLS , IRS , and FTP.
• Good understanding of various regulatory reports of market liquidity risk
• Good understanding of macro economics scenario , interest rate curve , market liquidity and its impact
• Good command of Excel and Power point
• Advance analytical skills as well as a thorough understanding of banking