Associate Manager - Treasury Regulatory IRRBB & NII Risk Reporting

• Hiring : Associate Manager Treasury Regulatory IRRBB & NII Risk Reporting
• Location : Powai, Mumbai
• Experience Required : 5 - 8 years
• Educational Qualification : CA / MBA Finance (preferred), CFA / FRM will be an added advantage
• We are hiring an Associate Manager within the Treasury Regulatory Reporting function.

Key Responsibilities :

• Regulatory reporting for IRRBB Repricing Gap and NII Stress Testing
• Preparation and analysis of Treasury risk reports for global regulators
• Partnering with Treasury, ALM, Risk and Finance teams
• Supporting IRRBB risk appetite monitoring and management reporting
• Developing analytics and reporting for senior management forums
• Driving process improvements and reporting enhancements

Mandatory Skills :

• Treasury Risk / Liquidity Risk / Regulatory Reporting experience
• Strong Finance Reporting & Analytics background
• Experience within Investment Banking or Global Financial Institutions
• IRRBB (Interest Rate Risk in Banking Book)
• NII (Net Interest Income) Stress Testing
• Repricing Gap Analysis
• ALM (Asset Liability Management)
• Basel III Liquidity Regulations
• LCR (Liquidity Coverage Ratio)
• NSFR (Net Stable Funding Ratio)
• Advanced Excel and PowerPoint

Preferred Skills :

• FTP (Funds Transfer Pricing)
• Tableau / Power BI / VBA / Macros
• Experience reporting to regulators such as PRA, MAS, BaFin, ACPR

Shift Timings :

• EMEA Coverage : 1 PM - 10 PM IST
• AEJ Coverage : 7 AM - 4 : 30 PM IST / 8 : 30 AM - 5 PM IST