Consultant | Financial Services | Bengaluru | Finance Transformation

Techno functional Role- Treasury IRRBB and Liquidity

Treasury Reporting (IRRBB, Liquidity and Capital)

Strong working experience in Asset Liability Capital Management (ALCM), Interest Rate Risk in Banking Book (IRRBB) and providing support on all methodology, procedures and governance related activities, helping to shape and drive the implementation of the new IRRBB strategy by providing day-to-day business leadership, harnessing support from Regional and Global Treasury team.

The role holder will combine strong subject matter expertise in IRRBB topics, together with good experience and understanding of structuring and driving large scale strategy implementation to meet business objectives.

Rich experience in providing support to the Head of IRRBB to define and implement optimal governance and decision-making forums ensuring clear accountabilities for reporting and managing IRRBB, and input into the policy owned by IRRBB 2LOD.

Strong experience in Liquidity Reporting and Capital Adequacy Reporting, specifically covering Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Prudential Regulatory Authority 110, Internal Liquidity Metric (ILM), Additional Monitoring Metrics (AMM) report, ALCO packs and other liquidity reports (i.e. Depositors Conc, Term Funding).

Strong experience in stress testing in providing support to develop robust and efficient processes to capture the impact of economic values and management actions on a management accounting ledger to perform the impact analysis of economic activities on the Group balance sheet and regulatory capital.

Preparation and maintenance of comprehensive hedge accounting documentation, including hedge designation reports, effectiveness testing results, and fair value measurements and ensure that hedge accounting documentation is accurate, compliant with accounting standards, and readily available for audit review.

Strong experience in design and implementation of effective hedge accounting strategies that support the banks overall risk management framework and adjust as needed to maintain hedge effectiveness and respond to changes in market conditions.

Hands on assessment of potential hedge accounting relationships between financial instruments, considering factors such as effectiveness, designation, and hedge ratio.

Good experience in performing Root Cause Analysis (RCA) activities to identifying risks within current process, risk and report activities categorization (high/medium/low) etc. and work on reviewing existing process and creating adequate controls resulting in quality data metrices and reporting.

Strong experience in process improvement activity in the reporting space that involves assessing the current process maps and data workflows and optimizing them to sync with the targeted workflows.

Hands on performing Feasibility Analysis, Initial Project Assessment (IPA), Process Design Documents (PDD), Solution Design Document (SDD) etc. and presenting to the senior management for an opportunity to improve the current operating model.

Strong experience in leading the work on regulatory deliverables and ad-hoc requests in close cooperation with Treasury and other Finance functions to support efficient and policy compliant transfer pricing framework.

Strong communication skill to build networking, developing, and nurturing key working relationships with Region, Countries, Functions and Global Business Stakeholders by anticipating and identifying their needs.

Strong experience in creating BRDs, FSDs, Test Cases and performing Unit Testing (UT), System Integration Testing (SIT) and User Acceptance Testing (UAT) for large scale finance and regulatory transformation/remediation projects for global banks.

Strong experience in leading the continuing development, implementation and improvement of the processes, structures, capabilities, capacity and infrastructure needed to deliver agreed plans and targets, collaborating with multiple stakeholders to maximize end to end integration, effectiveness and efficiency.

Establishing and maintaining a robust and efficient control environment to ensure good operational, financial and project management and compliance with bank s policy and procedures, together with early identification and effective resolution or escalation of issues that arise.

To be successful in this role you will have:

2 to 3 years of experience in Group Treasury Capital, Hedge Accounting, IRRBB, Liquidity and Stress Testing reporting execution and delivery in Global Banks.

Experience with relevant IRRBB systems, data and modelling infrastructure as well as product knowledge with emphasis on banking book products, structural hedging frameworks and associated and metrics (NII, EVE etc) would be helpful.

Understanding of broader treasury operations and banking issues - Liquidity, funding and cash management, capital, transfer pricing would be helpful.

B. Com, B. Sc, B.E, Postgraduate accounting qualification, CA, or MBA.

Strong experience and understanding of regulatory or financial reporting, process design and systems.

Knowledge of SQL or Python and have basic understanding ETL/Data Warehouse concept. Having some previous exposure to process improvement and project management methodologies that includes waterfall and Agile would be preferred.

Experience with Power BI and Alteryx (or similar) will be viewed favorably.

Can work effectively independently and as part of a team.

Clear and concise written and verbal communication skill and ability to engage with all levels of management including non-technical stakeholders.

Industries - Financial Services only

Hiring location - Hyderabad, Bangalore and Chennai