AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)

Main Accountabilities
1. Regulatory ALM Reporting & LCR
Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
Implement maker-checker controls (four-eye principle) across ALM submissions.
Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.
2. Market Risk Monitoring & ALCO Governance and Policy
Monitor key ALM thresholds including liquidity coverage ratio (LCR), stock ratios, and other balance sheet risk indicators.
Support preparation and circulation of ASG, ALCO, and related governance dashboards with risk commentary.
Ensure timely reporting and tracking of risk actionable arising from ALCO discussions.
Support periodic review of Market Risk and ALM policies with risk data modelling.
3. ALM System Implementation & Projects
Robustness of ALM MIS systems, automations.
Work with IT, Treasury, and Finance teams to ensure successful system integration and data migration.
Support ALM system enhancements, testing, and operationalisation.
4. Audit & Regulatory Coordination
Drive interactions with internal audit, statutory audit, compliance testing teams, and regulators.
Ensure timely closure of audit observations and submission of required documentation.
Maintain audit-ready records for ALM processes and risk monitoring.
Qualifications & Experience
Postgraduate / Professional qualification in Finance, Risk Management, Economics, or related discipline.
10–14 years of experience in Market Risk, ALM, or Treasury Risk within NBFCs or Banks.
Strong understanding of liquidity risk, IRRBB, regulatory ALM reporting, and balance sheet risk management.
Experience working with ALM systems and regulatory frameworks preferred.
Exposure to audit coordination and governance reporting processes.