ALM Risk Management

7 days ago


New Delhi, India FORWARD Full time

Desired Profile :Experience of minimum 10+ years plus, working in a bank or a reputed consulting firm in the areas of Liquidity risk management, Liquidity reporting, ALM s FTP, RAROC. Comprehensive understanding of Asset Liability Management, Fund Transfer Pricing and Profitability frameworks. Experience in developing Policies and procedures for Liquidity risk and IRRBB. Understanding risk management metrics and methodologies for liquidity risk and interest rate risk, including Basel III ratios. Deep understanding on the computation of LCR and NSFR at individual component level. Deep understanding of liquidity and interest rate risk associated with the various Balances sheet and off-balance sheet products. Understanding in conducting behavioral studies for Non maturity deposits (NMDs), Term deposits- early withdrawal and rollover, Loan prepayments and other off-balance sheet products. Ability to work with large data sets, SQL, knowledge of VBA programming will be an advantage Knowledge of how to configure ALM/FTP systems would be an added advantage. Candidate with strong experience of developing/conceptualizing Liquidity risk, FTP, IRRBB frameworks are ideal for this position.


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    7 days ago


    Delhi, India FORWARD Full time

    Desired Profile : Experience of minimum 10+ years plus, working in a bank or a reputed consulting firm in the areas of Liquidity risk management, Liquidity reporting, ALM s FTP, RAROC. Comprehensive understanding of Asset Liability Management, Fund Transfer Pricing and Profitability frameworks. Experience in developing Policies and procedures for Liquidity...


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