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18/09 Preeti Sethi Saraswat
Key Account Manager at Mastermind Network

Views:5532 Applications:69 Rec. Actions:Recruiter Actions:14

Vice President - Asset Liability Management Analytics - KPO (9-13 yrs)

Delhi NCR Job Code: 744972

We are hiring for a leading Financial Organization KPO based at Delhi/NCR

Position: VP- Asset Liability Management Analytics

Experience: 9-13 yrs in ALM Analytics, Credit Risk / Wholesale credit Risk, Model development

Good knowledge in Python OR R

Role & Responsibilities :

- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury, Liquidity Risk, Asset Liability Management.

- Support model development for quantification of interest rate risk on the banking book.

- Ensure that the model meets their requirements and ensure that they agree with the modeling assumptions

- Support quantification of funding and capital plans, forward-looking impairments and pricing of liquidity and funding risk associated with the bank's asset/liability profile.

- Able to deliver to tight deadlines on quantitative projects, and manage the end to end process of model deliver

- Support model development for quantification of interest rate risk on the banking book.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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