Associate/Manager - Treasury - Asset & Liability Management Team

Description:

Job Opportunity: Treasury Asset & Liability Management (ALM) | Associate (Manager/A.M)

Location: Powai, Mumbai

We are hiring an Associate/Manager with 46 years of experience in Treasury, Liquidity Risk, or Regulatory Reporting to join our Global ALM team.

This role offers exposure to balance sheet management, Funds Transfer Pricing (FTP), and Interest Rate Risk in the Banking Book (IRRBB).

Key Responsibilities:

- IRRBB monitoring, reporting, and regulatory submissions (EBA, PRA, MAS, JFSA, etc.)

- Develop and enhance IRR models (NII, EVE, repricing, stress testing)

- Collaborate with IT, Treasury, and Risk teams on ALM strategies.

Regulatory reporting

The Regulatory reporting team in Powai is responsible for Liquidity Basel 3 regulatory reporting like LCR and NSFR to multiple regulators around the world. The team also provides analysis for multiple senior management committees and forums like ALCO.

Mandatory Skills:

- Proven experience in IRRBB regulatory reporting and IRR model development.

- Strong financial reporting and analytics background with capital markets knowledge.

- Proficiency in advanced Excel, Word, and PowerPoint.

Qualifications:

- CA / MBA (Finance)

- CFA or FRM preferred