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