Assistant Vice President/Manager - Asset Liability Management/Treasury Risk/IRRBB/Liquidity Risk - Banking Firm

Excellent Opportunity_ALM/treasury Risk/ IRRBB/Liquidity Risk

Currently hiring for client based in Mumbai .

Client Name: Leading Banking firm

Designation: AVP/Manager

Exp: 6+

Role: Applicant with experience into Treasury risk Reporting/ IRRBB / Product Control / Liquidity Risk Modeling

Job description:

- The Asset & Liability Management (ALM) team inside of Treasury is responsible for Structural risk management for the firm, including Interest Rate Risk in the Banking Book (IRRBB).

- The candidate will be part of the Asset & Liability Management (ALM) function responsible for managing the interest rate risk in the banking book (IRRBB). The team develops, parameterizes, and implements quantitative models to measure the risk.

- The results are used for risk management decisions and regular internal and external reporting. The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management. This gives you a unique view into many exciting and important topics.

- Perform QRM modelling activities and testing the results.

- Use systematic thinking and creativity to support development of solution options inside and outside QRM.

- Ensure successful end-to-end and timely implementation of BRD/CR.

- Support group team to evaluate relative costs, benefits and obstacles of potential solutions before implementing.

- Work closely with senior business stakeholders (Group Treasury, Second line of defense, ALCM business, Operations, HOST IT, Site IT, FTP etc.) and understand their objective, priorities and challenges.

- Build effective working relationships within own team and with other colleagues.

- Provide QRM training to new or less experienced team members