Upgrade to Pro Member
Key Account Manager at Mastermind Network
Views:3129 Applications:85 Rec. Actions:Recruiter Actions:10
VP - Analytics/Model Development - ALM/Liquidity Risk Models - KPO (6-15 yrs)
We are hiring for a leading KPO based at Delhi/NCR
Position : VP Analytics (ALM Models)
Experience : 6-15 yrs in Liquidity Risk/ Market Risk/ Treasury/ Credit Risk / Wholesale credit Risk, ALM Analytics, Model development with Good knowledge in Python
Role & Responsibilities :
- Design, build and deliver robust and production quality statistical models and code within a unified library for use within Treasury
- Responsible for impairments and pricing of liquidity and funding risk associated with the bank's asset / liability profile
- Support the development of ALM Models, in line with regulatory requirements, e.g. IRRBB, IFRS9, CCAR, Stress Test Modeling
- Support model development for quantification of Liquidity Risk/ Asset Liability Management, interest rate risk
- Assist with the systematic review and on-going assessment of existing models for forecasting asset and liability behavioral balances.
- Knowledge of EAD, PPNR and stress testing modelling
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
