• 2.4.9 Asset liability management


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    Description of role

    Responsible for developing and managing the bank’s interest rate risk and liquidity risk based on the ALM policy approved by Board of Directors.

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    Core skills

    • Knowledge of various financial tools to manage the interest rates and liquidity risk in a balance sheet
    • Develop policy and product pricing mechanism though which the overall behaviour of the balance sheet improves
    • Develop contingency funding strategies to meet any stress event impacting the overall liquidity of the bank
    • Provide guidance to the Management in its management of capital
    • Develop transfer pricing mechanism along with finance to bring about the right behaviour in the composition of assets and liabilities
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    Qualification and/ or certification

    • QFSQF Level 3
    • Relevant experience

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    Industry knowledge

    • Knowledge of Asset Liability Management and financial markets

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    Regulatory compliance of role

    • Knowledge of banking regulatory framework
    • Knowledge of Basel regulatory norms