Consultant - Asset & Liability Management - Banking Industry (3-10 yrs)

Role: ALM - Asset and Liability Management

Primary skill set:

- Responsible for automation of market and liquidity risk of India and Overseas entities

- Deep understanding of regulatory and internal reporting in ALM

- Ability to analyse the requirements, prepare BRD, preparation of test cases, Coordinate with stake holders, perform UAT & ensure timely implementation of ALM projects

- Understanding of Balance sheet and impact of respective items in the ALM reports

- Preparation of templates and provide inputs from operational / functional aspects for validation source data and reports

- Fundamentally sound with understanding of risk analysis using various risk measurement models

- Conceptual understanding of LCR, NSFR, SLS, IRS, Stress testing, IRRBB and other Liquidity and Interest rate risk monitoring tools

- Good Understanding of Basel Regulations

- Familiar with Market / Liquidity Risk Management Tools and techniques

- Should have worked on implementation of ALM systems like OFSAA/BALM/SAP

Other Skill set:

- Proficient analytical, statistical, problem solving and mathematical knowledge and skills

- Understanding of SDLC

- Have interpersonal, communication and presentation skills.

- Excellent team and personal relationship skills

- Proficient in system and process skills

Qualification:

- M.B.A. (Finance)/C.A. with experience in market risk and asset liability management in Banking Industry

- FRM / CFA certification will be an advantage