Formation of strategies for execution of fixed income deals, aligned with the ALM framework and generation of portfolio yield- ahead of plan and competition, and in line with the risk appetite of Investment CommitteeManagement of fund duration strategy and Investment horizon according to yield curveResearch on fixed income markets and liaison with various stakeholders viz. Primary dealers, banks, brokers, AMCs/mutual funds, sell side research team etcTracking fixed income market on a regular basis, RBI monetary policy statements and market sentiments to be able to take better investment decisionsProvide regular updates to the Investment Committee, Working Investment Committee and senior management on investment position, strategy and performance, new products, investment options and regulationsMaintain optimum liquidity, mix of long term and short term instruments, to meet all the liabilities ans match ALM

Corporate Treasury

Investments

Risk Management functioning through valuation of various category of assets, check on credit ratings, sensitivity analysis for fixed income securities as against the liability valuation (ALM), attribution analysisCalculation of returns of asset portfolios, Investment committee updates including portfolio return, benchmark analysis, competitive analysis

Secondary Business Research projects like company profiling and country and industry analysis based on various scenarios like the economic performance, financial performance, SWOT analysis, PEST analysis etc

Valuation of SBI life insurance, using company’s business plan and financial matrix