8.0 - 12.0 years

0 Lacs

karnataka

On-site

Evalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. Operating in more than 45 countries across five continents, we leverage state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients" business impact and strategic decision-making. With a team of over 4,500 talented professionals worldwide, we offer a dynamic, growth-oriented, and meritocracy-based culture that emphasizes continuous learning, skill development, work-life balance, and equal opportunity for all. Recognized by Great Place to Work in various countries, we provide a rewarding environment for individuals looking to make a significant impact. As a member of the Risk and Quant Solutions (RQS) team at Evalueserve, you will be part of one of the fastest-growing practices within the organization. Working with cutting-edge technology, you will address some of the world's largest financial needs and contribute to improving decision-making processes in the banking sector. Your responsibilities at Evalueserve will include leading and overseeing the development and implementation of Asset Liability Management (ALM) and Interest Rate Risk in the Banking Book (IRRBB) models for a bank. You will conduct advanced data analysis, collaborate with the model development team to enhance existing models, work directly with clients to provide tailored solutions in ALM and IRRBB management, and ensure timely completion of projects with a strong sense of urgency. Additionally, you will manage prototype source data migration, develop and deliver training programs, and contribute to strategic decision-making processes through your expertise. We are looking for individuals with a Bachelor's or Master's degree in business administration, finance, computer science, or related fields. The ideal candidate will have a deep understanding of ALM concepts, IRRBB, and Internal Liquidity Adequacy Assessment Process (ILAAP), as well as proficiency in statistical methods and tools such as logistic regression, Bayesian statistics, and time series analysis. Strong skills in Python and R, along with experience in developing models from scratch, are essential for this role. Effective communication, stakeholder management, and leadership skills are also key requirements. Please note that the job description provided is for informational purposes and may be subject to periodic modifications to align with evolving circumstances. Accuracy and authenticity in the information you provide are crucial for your candidacy, as they will be verified during the Background Verification Process. If you require any assistance, your Talent Acquisition Single Point of Contact (TA SPOC) is available to support you throughout the process.,

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Lead Analyst/Manager ALM - IRRBB(Development/Validation) - Gurgaon Evalueserve

5.0 - 9.0 years

20 - 35 Lacs

Gurugram

Hybrid

What you will be doing at Evalueserve Lead and oversee the development and implementation of ALM (Asset Liability Management) and IRRBB (Interest Rate Risk in the Banking Book) models for a bank. Conduct advanced data analysis and queries to support strategic decisions and process improvements. Collaborate with the model development team to enhance existing models to resolve any issues raised or findings shared by internal validation team and also develop new models that are supplement to the main capital calculation processes. Work directly with clients to understand their needs and provide tailored solutions in ALM and IRRBB management. Manage prototype source data migration in established processes and production codes. Develop and deliver training programs to build competencies in ALM and IRRBB management. Ensure timely completion of projects with a strong sense of urgency. What we're Looking for Statisticians, Econometricians, or Engineers with a finance background. Extensive experience in ALM and IRRBB model development from scratch. Proven experience in developing models using Python and R. Experience in working with multiple datasets, cleaning data, and performing comprehensive data analysis. Demonstrated experience in leading large teams and managing complex projects. Advisory experience in ALM and IRRBB management. Deep understanding of ALM concepts, IRRBB, and ILAAP (Internal Liquidity Adequacy Assessment Process). Extensive knowledge of liquidity ratios and their changes, and how they affect funding sources. Familiarity with feeder models for ALM and IRRBB, including yield curve models, prepayment models, and non-maturity deposit models etc. Proficiency in statistical methods and tools such as logistic regression, Bayesian statistics, Markov chain processes, and time series analysis. Advanced skills in Python and R, including object-oriented programming and automation capabilities. Clear understanding of statistical metrics used to assess model performance and ability to make nuanced observations. Advisory experience in ALM and IRRBB management. Ability to work directly with clients and manage stakeholder relationships effectively. Excellent verbal and written communication and presentation skills, with the ability to document analytical results for diverse technical audiences. Ability to articulate ideas clearly and develop actionable recommendations. Proficiency in creating and delivering impactful presentations. Strong analytical and interpersonal skills.

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Senior Manager (IRRBB Reporting) Vipany Global Solutions

4.0 - 9.0 years

16 - 27 Lacs

Bengaluru

Work from Office

Role & responsibilities IRRBB Reporting Around 6-8 (G6) 4-6 years (G7) of relevant operations / reporting experience and 2+ years of IRRBB reporting experience in a bank similar in scale and complexity as that of SCB. Finance Professionals (Qualified Chartered Accountant) or MBA (Finance) from a reputed institution. Certifications like FRM, PRM or CFA will be an added advantage Functional Skills: Strong understanding of banking processes and financial products Strong knowledge on various Banking Book products (like deposits, loans etc.) and comprehensively understands the impact of changes in the interest rates. Understands the pricing of financial products. Understands the impact of changes in Yield Curve on the Banking Book. Understand hedging products used by Treasury like interest rate swaps, FX Forwards for management of interest rate risk. Interested candidates Contact:7207997185

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