Team Member-Balance Sheet Strategy ALM-Large Private Bank
Team Member-Balance Sheet Strategy ALM-Large Private Bank
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Job Description
Responsibilities :
SLS / IRS & IRRBB Report
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Preparation and Analysis of Month end liquidity report
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Preparation and Analysis of Regulatory returns on Liquidity and IRR
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Understanding of new IRRBB guidelines.
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Followup with stakeholders for month end and trend input files
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Preparation of input files for month end and quarter end reporting
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Stress reporting for Liquidity and IRR TGA & DGA
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Tranche report preparation and submission to RBS team
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Regulatory reporting on IRR FSI returns.
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Analyzing the data and reasons for movement.
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Provide required data to audit team
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Adhoc requirement pertaining to SLS and IRR
Liquidity Coverage Ratio (LCR)/Net Stable Funding Ratio(NSFR)
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Computation of LCR/NSFR on a daily basis as per guidelines published by RBI and monitoring the same.
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Computation of LCR/NSFR on a monthly basis as per guidelines published by RBI and monitoring the same.
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Tracking LCR/NSFR on a daily basis and identifying major reasons for movement.
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Incorporating amendments if any in the daily as well as monthly LCR/NSFR.
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Identifying and analyzing the impact on LCR/NSFR due to the amendments/changes.
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Preparing the Quarterly Disclosure Report required to be submitted to RBI.
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Regulatory Reporting
ALCO Reporting
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Ensure receipt of necessary data for Monthly/weekly reporting.
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Ensure the correctness of the data
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Ensure the smooth processing of data
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Prepare ALCO PackEnsure all checks and controls are done.
Compliance and Internal Audit
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Managing queries from RBI Compliance Audit
Tech initiative around Regulatory reporting
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Driving the tech initiatives with the help of IT BSG and Business
Candidate Summary
EXP: Min 2 to 7yrs
Looking for experience in SLS(Supplemental Liquidity Schedule)/IRS(Interest Rate Swaps /IRRBB reporting(Interest rate risk in the banking book )Balance Sheet
CA Qualified
SLS,IRS,IRRBB,Balance Sheet
Employment Type
Full Time
