Banking Operation Executive

Banks

3 to 5 yrs. Ludhiana
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Posted on 07 Jan 2017

Job Description

• Analysis of balance sheet and banks liquidity position with submission of ALCO pack & ALCO minutes on a monthly basis.
• Analysis of Interest rate risk through traditional gap based reports from earnings perspective like IRS, Earnings at Risk, Basis Risk and Sensitivity analysis.
• Duration Gap Analysis from Economic Value Perspective by preparation of modified duration (DGAP) method, banking book VaR etc.
• Submission of stress testing result on liquidity risk & interest rate risk in banking book to board/RMC.
• Preparation of report of Funds management & limit compliance of trading/banking book and all RBI set limits of liquidity, call borrowings and internal limits on IRS gaps, PV01, liquidity ratios etc.
• Review & preparation of ALM policy, Liquidity & contingency funding policy, Stress testing policy along with overview of FTP policy

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