Balance sheet management

24 hours ago


Mumbai, India Acies Full time

Highlight of the engagement opportunity- Nature of role: Full time internship (6-12 months) with option to convert- Number of years of experience expected: 0-2 years- Areas of past experience preferred: Quantitative modelling, Risk Management- Educational qualification expected: Graduate/ Pursuing graduation- Additional qualifications/ certifications required: None- Minimum actuarial papers: Actuary certifications / degrees- Preferred geography of previous work experience: India / Europe / APAC / US- Language requirements: Ability to write and speak fluently in English- Application experience preferable: Python, Advanced excel, Power Point- Location: Mumbai, GoaKey responsibility areas:- Work with engagement teams to deliver on following functionalities on our proprietary application suite for Balance Sheet Management:1. Asset Liability Management (ALM)2. Interest Rate Risk in Banking Book (IRRBB)3. Behavioral Modelling4. Pillar 1 Risks (Market Risk, Credit Risk, Operational Risk)5. Pillar 2 Risks (ICAAP)6. Fund



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