Team Member - Trading and Investment Portfolio Risk

Role overview

The selected professional will oversee the measurement, tracking, and analysis of the bank’s asset-liability management (ALM) risk. The position involves highlighting possible limit breaches to BSMG, ALCO, and RMC by calculating key risk indicators such as liquidity gaps, liquidity ratios, DGAP, IRRBB, and stress test outcomes.

Core responsibilities

• Maintain a strong working knowledge of regulatory and internal guidelines related to liquidity risk management and interest rate risk in the banking book.
• Track important liquidity metrics including LCR, NSFR, stock ratios, and SLS gaps, along with interest rate risk measures such as EaR and MVE impact.
• Help improve the current risk control structure under guidance from ALCO and senior leadership.
• Support automation initiatives linked to IRRBB and other ALM risk projects.
• Prepare and present timely risk reports on liquidity and interest rate exposures for RBI, the Board, RMC, and ALCO, including drafting ALCO minutes.
• Upgrade management information systems and ensure updated regulatory requirements are implemented without delay.
• Compile and assess stress-testing outputs for liquidity and interest rate risk in line with policy requirements and RBI scenarios.
• Respond to audit observations and RBI queries with clear, satisfactory explanations and closures.
• Work across the ALM risk framework, covering areas such as SLS, LCR, NSFR, IDL, DGAP, and MVE.
• Coordinate with Finance, BSMG, Middle Office, and other internal groups to support reporting and risk management activities.

People management and self-management

• Use available resources efficiently to improve overall productivity.
• Contribute to capability building and help develop future team leaders through ongoing learning and knowledge sharing.
• Remain available as a backup for all ALM risk-related tasks.
• Support teammates with guidance on ALM risk monitoring in response to market and regulatory changes.
• Bring strong attention to detail, analytical thinking, and effective communication to the role.

Risk and internal control

• Carry out the same responsibilities listed under the core ALM risk ownership, with emphasis on control and compliance.

Key interactions

Internal stakeholders: ALCO, RMC, Top Management, Finance, BSMG, Compliance, and IAD.

• ALCO, RMC, and Top Management: Share ALCO MIS and support coordination for ALCO/RMC meetings.
• Finance: Coordinate RBI submissions and calculate risk and exposure reports.
• BSMG: Support active ALM risk management and compliance work.
• Compliance: Handle RBS submissions, regulatory clarifications, and RBS audit support.
• IAD: Assist with internal audits related to ALM.

External stakeholders: RBI.

• RBI: Provide clarifications on guidelines, submit feedback on draft circulars, and resolve RBS audit queries.

Qualifications and experience

The role calls for a CA or MBA qualification, along with a professional certification such as CFA or FRM. Strong English communication skills are required. Candidates should bring 4 to 7 years of experience in ALM and market risk.

Additional requirements

This position is focused on close coordination with multiple teams and on maintaining robust reporting, compliance, and risk control practices. A detail-oriented mindset, problem-solving ability, and comfort with regulatory engagement are important for success.