Asset Liability Management

Highlight of the engagement opportunity

§ Nature of role: Full time

§ Number of years of experience expected: - 2 – 3 years

§ Areas of past experience preferred: Asset-liability management (ALM), liquidity risk, IRRBB, fund transfer pricing (FTP), 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, UAT etc.

§ Demonstrate functional understanding and interface with clientele during implementation engagements.

§ Lead and drive day-to-day execution of assigned client projects.

Key performance metrics:

§ Adherence to project delivery timelines

§ Quality of delivery

§ Adherence to the firm’s standards for processes and quality

§ Effective communication with project stakeholders

§ Client feedback

§ Feedback from counselor and other team members

Other expectations:

§ An “ownership attitude” whose passion for solving our client’s strategic issues and objectives

§ Strong analytical and presentation skills

§ Strong business writing and oral communication skills

§ Collaborative and partnership-oriented and ready to work as a team member/ leader

§ Ability to handle highly challenging and time-bound projects with a positive mindset

Preparation required:

It is recommended that you prepare the following aspects before the selection process:

§ 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 applications

Job Types: Full-time, Contractual / Temporary, Freelance
Contract length: 6 months

Pay: ₹1,200,000.00 - ₹1,500,000.00 per year

Benefits:

• Health insurance
• Paid sick time
• Paid time off
• Provident Fund

Ability to commute/relocate:

• Mumbai, Maharashtra: Reliably commute or planning to relocate before starting work (Required)

Education:

• Bachelor's (Required)

Experience:

• ALM: 2 years (Required)

License/Certification:

• Chartered Accountant (Preferred)

Location:

• Mumbai, Maharashtra (Required)

Work Location: In person