Job Description

Responsible for governance, risk control, reporting of Liquidity risk and Interest rate risk on the banking book (IRRBB) of the BankKey Accountabilities Policy formulation refinements, computation and monitoring of liquidity risk & IRRBB measures in line with Bank's risk appetite and regulatory framework. Ensure adequate governance, exercise risk control, carry out reporting and related analysis for liquidity risk and IRRBB Coordinate with different stakeholders in the Bank and at Head Office to ensure risk governance and control Liaise with auditors to ensure resolution of issues and compliance Interact with senior management and committees in areas relating to liquidity risk & IRRBB .Job Duties & responsibilities Ensure that the policies are in line with regulatory framework and as per the risk appetite of the Bank. Monitoring and reporting the risk metrics for liquidity risk & IRRBB for risk control and regulatory purposes Annual review of liquidity risk & IRRBB limits, policies and related documents. Performing stress testing and analysing the impact. Highlight to senior management areas of concern in liquidity risk and interest rate risk on banking book Ensure compliance with internal and regulatory guidelines. Handling external and regulatory audit queries/requirements or issues raised by various departments and resolving them on timely basis. System testing and validation of new products and risk functionalities. Liaising with HO in matters related to liquidity risk & IRRBB Automation of liquidity risk & IRRBB related processes and sub processes based on feasibility Handle Business Continuity Processes, Disaster Recovery & Risk Controls Self Assessment related activities associated with the unitRequired Experience Requisite relevant years of experience in Market & Liquidity RiskEducation Preferred Qualifications University graduation CA/MBA / PGDBA or equivalent CFA, FRM equivalent preferredCore Competencies Good analytical skills Knowledge about Banking and related regulations. Ability to work and interact with the team, peers and seniors in a cohesive manner Knowledge of data handling, MS Office suite ( especially MS excel) and coding will be an asset Technical Competencies Good understanding of both assets and liability products offered by Banks. Knowledge about Treasury products & related risk systems, their valuation, regulations and the risk associated with them will be a plusWork Relationship Work with team members and facilitate delivery and execution by the team seamlessly. Ability to work & collaborate with peers across teams and also with senior management of the Bank.