Senior Manager- Portfolio Management
2 weeks ago
Job Responsibilities:
- Major part of the role is counterparty risk management. Candidate should assess financials of counterparties, to assess their business and financial stability. Based on this analysis, propose or restrict counterparty funding with these third parties (like banks, mutual funds etc)
- Assess interest rate risk and create models to standardize interest rate and market risk assessment.
- Carry out Liquidity Risk Stress Test and calculate Liquidity Ratios.
- Good understanding of RBI guidelines on ALM, LCR and Stress Testing.
- Future risk estimation using past trends and future expectations.
- Hypothesis generation and stress testing for potential future risk and budget preparation.
- Analyze complex data and figure out key trends with concrete recommendations.
- Create customized report dashboards from Data Warehouse (DWH) and investigate trends.
- Work on and create excel based data models and automated reports.
- Proficiency with SQL is an added advantage, to pull out data for ad-hoc requests and analysis.
- Collaborate with finance and risk departments for inputs and data.
Desired Skills:
- 5+ experience in Liquidity Risk Management, ALM, IRRBB, Stress Testing
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