Manager - Market Risk

Utkarsh Small Finance Bank; Navi Mumbai; On-site; INR 500,000 - 900,000; Full time

Job summary

Utkarsh Small Finance Bank in Navi Mumbai seeks a detail-oriented risk analyst to support ALCO and liquidity reporting. You will prepare notes, review regulatory metrics, and coordinate with treasury and finance.

The role requires strong Excel and PowerPoint skills, solid analytical abilities, and a good understanding of banking risk concepts such as LCR, NSFR, MCLR and related reports.

Qualifications

• Excellent Excel and PowerPoint skills.
• Strong grasp of market risk concepts (LCR, NSFR, SLS, IRS, FTP).

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

Analytical skills

Banking knowledge

Tools

Excel

PowerPoint

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