VP - Asset Liability Management Analytics - Financial KPO

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

Position : VP- Asset Liability Management Analytic

Experience : 9-13 yrs in ALM Analytics, Credit Risk / Wholesale credit Risk, Model development

Good knowledge in Python OR R

Role & Responsibilities :

- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury, Liquidity Risk, Asset Liability Management.

-Support model development for quantification of interest rate risk on the banking book.

- Ensure that the model meets their requirements and ensure that they agree with the modelling assumptions

- Support quantification of funding and capital plans, forward looking impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile.

-Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model deliver

- Support model development for quantification of interest rate risk on the banking book.