Market Risk Manager

2 days ago


west bengal, India Bandhan Bank Full time

Roles & Responsibilities
Management of Liquidity & Interest Rate Risk of the Bank
Preparation & Monitoring of Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Structural Liquidity Statement (SLS) and Interest Rate Sensitivity (IRS).
Oversight and production of Monthly ALM Profile for ALCO and reports for RMCB & Board.
Implementation of RBI and internal guidelines on ALM.
Timely submission of DSB-Returns.
Monitoring of various prudential limits related to liquidity & Interest rate Risk.
Review of interest rates on deposits, MCLR & PLRs at stipulated intervals. Recommending proposals to ALCO for revision of Interest Rates
Formulation and Review of ALM Policy, Stress Test Policy and Interest Rate on Advances
Periodic review of Behavioral studies related to ALM assumptions and impact of same on liquidity and interest rate risk
To ensure compliance of statutory and regulatory requirements on ALM
Prepare forecasts (simulations) showing the effects of various possible changes in market conditions related to the balance sheet and recommend the action needed to adhere to bank's internal limits
Basel Disclosure and Capital Charge Management in market risk


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