ALM Modeling Role - Market Risk Team

- Functional knowledge of ALM, interest rate risk, funding and liquidity risk, collateral management, behavioural modelling, stress testing and scenario analysis

- Interest rate risks monitoring, such as Net Interest Income (NII) and Economic Value of Equity (EVE)

- Develop a well-controlled framework and manage QRM modelling for interest rate risk management and financial forecasting.

- Development and enhancement of Liquidity risk metrics, stress testing, Contingency funding plan, and collateral management

- Global regulations implementation such as Dodd-Frank, LCR, NSFR

- Development of risk appetite framework for interest rate risk relative to client's risk profile

- Balance sheet analysis and assessing the risk impact and stakeholder management

Profile

- Candidate with 3-6 years of experience with post-graduate/ Graduate Degree in Statistics/ Mathematics/ Economics/Engineering other quantitative disciplines would be preferred.

- Strong understanding of interest rate risk and financial products

- Experience in building financial models such as value-at-risk, IRRBB etc.

- Programming skills: SAS, R, Matlab, SQL, VBA, Python

Job Offer

Excellent opportunity to work in a highly-challenging, innovative and dynamic environment with an option to relocate to global locations

Page Group India is acting as an Employment Agency in relation to this vacancy.

Contact - Apurva Gopinath -

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