VP - Analytics/Model Development - ALM/Liquidity Risk Models - KPO

We are hiring for a leading KPO based at Delhi/NCR

Position : VP Analytics (ALM Models)

Experience : 6-15 yrs in Liquidity Risk/ Market Risk/ Treasury/ Credit Risk / Wholesale credit Risk, ALM Analytics, Model development with Good knowledge in Python

Role & Responsibilities :

- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury

- Responsible for impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile

- Support the development of ALM Models, in line with regulatory requirements, e.g. IRRBB, IFRS9, CCAR, Stress Test Modeling

- Support model development for quantification of Liquidity Risk/ Asset Liability Management, interest rate risk

- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioral balances.

- Knowledge of EAD, PPNR and stress testing modelling