Description
We are seeking an experienced Asset and Liability Management (ALM) Specialist to join our Treasury team in Mumbai.
The ALM team is responsible for managing the interest rate risk in the banking book (IRRBB) and develops, parameterizes, and implements quantitative models to measure risk.
The successful candidate will be responsible for:
- Monitoring IRRBB metrics and producing Delta NII metrics for Group-Wide Stress Testing (GWST) scenarios
- Performing risk analysis and preparing reports and presentations for senior management
- Back-testing of Delta NII model outputs against actual results
- Supporting the preparation of audit memos and related documentation
- Collaborating with the Risk in Banking Book (RIBB) team to ensure accurate and complete data capture
- Developing and enhancing Tableau dashboards to enable granular analysis and monitoring of IRRBB exposures and trends
- Assisting in daily and monthly production/analysis of delta EVE and RNI reports
- Supporting model governance activities, including model documentation, model risk assessments, and remediation of model validation findings
We offer a range of benefits, including:
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under childcare assistance benefit
- Sponsorship for Industry relevant certifications and education
- Employee Assistance Program for you and your family members
- Comprehensive Hospitalization Insurance for you and your dependents
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
The ideal candidate will have:
- A university degree with a quantitative focus such as Engineering, Finance, Mathematics or Computer Science
- Good knowledge in data analysis and processing using Python
- At least two years of relevant experience in Asset Liability Management, Risk Management or Treasury functions
- Demonstrated expertise in creating compelling presentations and developing interactive dashboards using Tableau or similar visualization tools
- Strong written, verbal communication and presentation skills
- Distinctive analytical and problem-solving abilities and a tech-savvy mind set