AVP/VP - Treasury/Liquidity Reporting/Regulatory/IRRBB/NII/EVE/LCR/NSFR Reporting - Bank

Currently hiring for client based in Gurgaon

Co Name: Leading Banking MNC

Designation: AVP/VP

Role : This is a new BAU role. The role will be based within FinOps but will be a specific ALCM SME India function dedicated to supporting the ALCM teams.

The responsibilities will include:

- Production of relevant Group MI and additional commentary on EVE and NII sensitivities, basis risk, FSA017 and ICAAP

- Prepare year-end and interim disclosure packs (both internal and external)

- Prepare the year-end ICAAP document and MI, as well as the interim refresh; provide support to senior management in understanding the methodology used and the corresponding results

- Provide support in the ongoing discussions on revamping the IRRBB ICAAP methodology with 2LoD and GRA

- Act as Group Treasury SME in the IR Risk buy-in project, working closely together with site and regional ALCM teams, GMMO, PC and Markets Treasury; focus on agreeing a new RACI, TOM and minimum controls standards

- Deliver FSA017 Group reporting

- Write and maintain IRRBB end to end procedures supporting delivery of the basis of preparation for the IRRBB Fin Ops teams

- Lead the analysis on Group NTMR quarter on quarter variance and the production of MI required for senior management review and signoff; calculate and explain the corresponding Pillar 2a impact of every quarterly submission

- Act as Group Treasury IRRBB SME in working together with FinOps and site ALCM

What you will need to succeed in the role:

- Relevant product knowledge and system knowledge

- Post graduate/graduate with years of experience preferably in key regulatory area

- Strong IRRBB or regulatory reporting background is essential

- Strong analytical skills, including hands on experience in managing large volumes of data with a proven ability to interpret and comment on data issues

- Excellent interpersonal and communication skills, both written and oral

- Personal presence and able to command respect at a senior level

- Strong ability to identify and mitigate risks and apply appropriate controls

- Experience delivering to internal stakeholders such as internal auditors; business functions; etc.

- Proven experience of supporting project delivery, utilising relevant tools and techniques to ensure consistent delivery

- Commercially minded and ability to make decisions in a timely manner