Group Liquidity Management (GLM)

Job Purpose As a member of Treasury & Markets, collectively responsible for funding strategy, liquidity management and responsible for compliance of regulatory requirements & internal policies pertaining to liquidity Actively manage bank's funding and closely work with internal stakeholders (Corporate Treasury, Risk units, Transaction banking and coverage teams) to assess funding requirements. Tracking local and global markets to identify key events and developments and ideation for deployment of liquidity rebalancing portfolio Key Accountabilities / Dimensions Daily Funding: Maintain daily funding sheet and execute market action in Foreign Exchange and Repo marketsRegulatory Ratios: Assess liquidity needs and ensure compliance with all the RBI prudential risk limits and compliance of all the internal liquidity risk matrices Fund Transfer Pricing and quotation: Responsible for preparing daily fund transfer pricing sheet basis current market levels and formulate funding strategy. Support client franchise by providing quote to transaction banking and coverage units for short term transactionsRisk Management: Assess risk on FX (FCY gaps) and Interest rates (Banking book) and hedge via FCY swaps and OISP&L Optimization: Identify market opportunities and ideation for INR or FCY investments to optimize returns and contribute towards achieving budgetJob Duties & responsibilities Tracking of major transactions daily and ensuring maintenance of CRR, intra day liquidity and nostro balances for franchise support. This includes dealing in FX and repo markets on daily basis Checking on daily liquidity reports like LCR, SLR, SLS and MCO and liaise with internal stakeholders for timely corrective action if required to comply with internal/regulatory requirementsActive participation in funding committee meetings to assess funding requirements and act accordinglyTracking global markets and analyse the impact of key data releases and timely mark action for risk management and P&L optimizationEngage with Corporate Treasury for daily fund transfer pricing basis key market developments and funding strategyTracking of early warning signals for liquidity management, conducting annual liquidity contingency plan drills and Intra-day stress testing PRB