Vice President, Asset Liability Management

Job Title Asset Liability Management Specialist

Corporate Title Vice President

Location Mumbai

Role Description

The candidate will be part of the Asset & Liability Management (ALM) function within Treasury responsible for managing the interest rate risk in the banking book (IRRBB). The team develops, parameterizes, and implements quantitative models to measure the risk across a large and diverse portfolio. The results are used for risk management decisions and regular internal and external reporting. The team recommends and executes hedging and optimization strategies. The team acts as an intermediary in treasury itself and between the business units and other central functions like Market Risk Management. This gives you a unique view into many exciting, complex, and important risk management topics.s

What we ll offer you

As part of our flexible scheme, here are just some of the benefits that you ll enjoy

Your key responsibilities

Identify, measure, and monitor structural risk in the Banking book (IRRBB, CSRBB). This impacts both capital and earnings of the bank.

Some of the key tasks and responsibilities of this VP role will be the following

Your skills and experience

How we ll support you

Our values define the working environment we strive to create - diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer.

We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, sexual orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.

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