Asset Liability Manager ALM Treasury

Job Description

Roles and ResponsibilitiesPosition Purpose:

Be a part of the ALMT team responsible for managing the liquidity and the interest rate risk for the Bank s balance sheet.

Direct contribution to Banks operational permanent control framework.

To contribute in achievement of ALMT India P&L targets while upholding prudential mandate.

To contribute to minimizing the funding cost for the Bank.

To contribute in managing the interest rate gaps for the Bank.

To comply with regulatory norms of meeting CRR, SLR, LCR, NSFR etc. and meeting other internal regulatory guidelines

To maintain relationships with external and internal counterparties.

Responsibilities Direct ResponsibilitiesLiquidity Analysis and Operational Management

• Support the analysis of liquidity of Banks India balancesheet and prepare funding planning for allocated currencies in coordination with Head of ALMT India. Provide information to local stakeholders regarding the main determinants of their liquidity positions in the allocated currencies.
• Manage Liquidity in the allocated currencies, shortterm and long term as per the regulatory and Group guidelines and perform the liquidity analysis as and when need arises. Ensure adequate funding of NOSTRO accounts in various currencies.
• Provide feedback on market and liquidity conditions in India to APAC regional head.

Liquidity Prudential Management

• Prudentially manage the liquidity position in allocated currencies within the delegated limits and in compliance with regulatory ratios (CRR, SLR, LCR, NSFR etc) where applicable
• Comply with local and global Regulations mandatory reserves requirements; local and consolidated liquidity ratios; local and group stress tests; cash transfers between the entity and the Parent company. as well as within the Banks established procedures desk policies including prudential policies, market, credit and liquidity risk policies

Market Operations Management

• Monitor and manage the interest rate risks exposure and liquidity gaps of the banks balance sheet in allocated currencies, and support business development/growth concerning funding needs
• Manage the allocated currencies portfolio through various cash and allowed derivatives products
• Monitor P&L ( including Liquidity P&L daily and escalate any unexplained elements to Head of ALMTreasury for sign off
• Hedge the allocated currencies liquidity position, internally or externally, as required by outcome of analysis.
• Manage the local liquidity buffer established by the Head of ALMT India
• Ensure optimization of interest rate positions and funding costs.
• Comply with operational risk control framework and Key Responsibilities of Capital Markets Front Officers
• To escalate to management and/or to Compliance any doubt regarding transactions linked to money laundering or to embargos and/or sanctions

Regulatory Compliance

• To comply with regulatory norms of maintaining liquidity ratios and structural liquidity buckets set by the RBI.
• To comply with the Risk limits set up internally.
• To comply with other applicable regulations like Banking Laws and Volcker Rule

Transfer Pricing

• To provide transfer pricing rates to other business metiers and help in enhancing business of other business lines.

Relationship ManagementTo maintain good relations with the clients both internal (other departments) and external (other Banks)Contributing ResponsibilitiesMarket Operations Management

• Contribute in achievement of desk s P&L targets while upholding prudential mandate.
• Contribute to the Permanent Control Framework.
• Contribute to the reporting of all incidents according to the Incident Management System.
• Anticipate and manage crisis situation.
• Ensure good communication with various Banks branches and network.

Group Liquidity Optimization

• Funding: contribute to collection of deposits by assisting the cash management RMs
• Liquidity Buffer: help the Head of ALM India to implement local liquidity buffer management, according to Group guidelines.
• Collaborate with other business lines in securing client business within ALM s principles and guidelines.

Group Reputation

• Continue to promote Bank India as a reputed player in the market.
• Protect the Group s name and reputation in the market place, notably through an adequate pricing policy
• Contribute to enhancing ALM desk image within the Bank.

Technical & Behavioral Competencies Technical

• Product knowledge, knowledge of the regulatory environment, analytical and quantitative abilities to spot the market opportunities, understanding of the macroeconomic parameters, market information and view.

Behavioral Interpersonal skills, ability to work under pressure, communication skills, networking skills, team player. Behavioural Skills

• Decision Making
• Ability to deliver / Results driven
• Critical thinking
• Creativity & Innovation / Problem solving

Transversal Skills

• Ability to understand, explain and support change
• Ability to anticipate business / strategic evolution
• Analytical Ability
• Ability to set up relevant performance indicators
• Ability to inspire others & generate peoples commitment

Education Level: Master Degree or equivalentExperience LevelAt least 10 years,

Keyskills :
banking lawrisk controlbalance sheetliquidity riskcash managementcapital marketstransfer pricingoperational risknetworking skillscontrol frameworkliquidity analysisincident managementcommunication skillsinterpersonal skillsmarket opportuniti