ALM Consultant

Highlight of the engagement opportunity

• Nature of role:

  Full time

• Number of years of experience expected:

  - 3-10 Years

• Areas of past experience preferred:

  Asset-liability management (ALM), liquidity risk, IRRBB, fund-transfer pricing (FTP), profitability analysis, budgeting & planning and balance sheet management.

• Educational qualification expected:

  Graduate/ Postgraduate

• Additional qualifications/ certifications required:

  None

• Preferable additional certifications:

  CA / FRM / CFA / MBA / CQF / Actuarial

• Preferred geography of previous work experience:

  India / Europe / APAC / US

• Language requirements:

  Ability to write and speak fluently in English

• Application experience preferable:

  MS Excel, VBA, Python, R, SAS, QRM and / or other industry leading ALM systems

Key responsibility areas:

• Opportunity to work on large-scale ALM and risk consulting / system implementation engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates
• Opportunity to work across various areas of balance sheet management covering aspects such as ALM, cashflow modelling, behavioral analysis, IRRBB, liquidity risk, stress testing, fund-transfer pricing and profitability analysis
• Extensive knowledge of concepts related to balance sheet management and ALM such as structural liquidity statement, repricing gap analysis, modified duration gap, IRRBB (BCBS 368), EVE & NII simulations, LCR, NSFR, liquidity stress testing, early warning indicators, contingency funding planning, FTP, budgeting and planning etc.
• Extensive experience in system implementation engagements covering aspects such as BRD creation, FSD review, system configuration, SIT, test case development and UAT testing.
• Demonstrate functional understanding and interface with clientele during implementation engagements.
• Lead and drive day-to-day execution of assigned client projects.

Selection process:

We seek to be transparent during the selection process. While the actual process may vary from the process indicated below, the key steps involved are as follows:

• Personal interviews:

  There are expected to be at least 2 rounds of online interviews. The number of interview rounds may increase depending on the criticality and seniority of the role involved.

• Final discussion on career and compensation:

  Post final selection, a separate discussion will be set up to discuss compensation and career growth. You are encouraged to seek any clarifications you have during this discussion.

Preparation required:

• Demonstrate knowledge about trading and banking book products
• Demonstrate knowledge about balance sheet management, ALM, IRRBB, liquidity risk, FTP etc.
• Demonstrate experience of using ALM and balance sheet management

For any additional queries you may have, you can send a LinkedIn InMail to us, connect with us at https://www.acies.consulting/contact-us.php or e-mail us at careers@acies.holdings.

How to reach us:

Should you wish to apply for this job, please reach out to us directly through LinkedIn or apply on our website career page - https://www.acies.consulting/careers-apply.html