Senior Consultant - Asset Liability Management

Job role: Senior ALM Consultant Highlight of the engagement opportunity

Nature of role: Full time

Number of years of experience expected: (5 - 10) 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 previouswork experience: India / Europe / APAC / US

- Ability to write and speak fluentlyin English Application experience preferable: MS Excel, VBA, Python, SQL, FIS, 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.

- Selection process: We seek to be transparent during the selection process.

- While the actual process may vary from the process indicated below, the key steps involved are as follows: Personal interviews: There are expected to be at least 2 rounds of online interviews.

- The number of interview rounds may increase depending on the criticality and seniority of the role involved.

- Final discussion on career and compensation: Post final selection, a separate discussion will be set up to discuss compensation and career growth.

- You are encouraged to seek any clarifications you have during this discussion.

- Preparation required: Demonstrate knowledge about trading and banking book products Demonstrate knowledge about balance sheet management, ALM, IRRBB, liquidity risk, FTP etc.