Description

Main Accountabilities

1. Regulatory ALM Reporting & LCR

- Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
- Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
- Implement maker-checker controls (four-eye principle) across ALM submissions.
- Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.

2. Market Risk Monitoring & ALCO Governance and Policy

- Monitor key ALM thresholds including liquidity coverage ratio (LCR), stock ratios, and other balance sheet risk indicators.
- Support preparation and circulation of ASG, ALCO, and related governance dashboards with risk commentary.
- Ensure timely reporting and tracking of risk actionable arising from ALCO discussions.
- Support periodic review of Market Risk and ALM policies with risk data modelling.

3. ALM System Implementation & Projects

- Robustness of ALM MIS systems, automations.
- Work with IT, Treasury,



and Finance teams to ensure successful system integration and data migration.
- Support ALM system enhancements, testing, and operationalisation.

4. Audit & Regulatory Coordination

- Drive interactions with internal audit, statutory audit, compliance testing teams, and regulators.
- Ensure timely closure of audit observations and submission of required documentation.
- Maintain audit-ready records for ALM processes and risk monitoring.

Qualifications & Experience

- Postgraduate / Professional qualification in Finance, Risk Management, Economics, or related discipline.
- 10–14 years of experience in Market Risk, ALM, or Treasury Risk within NBFCs or Banks.
- Solid understanding of liquidity risk, IRRBB, regulatory ALM reporting, and balance sheet risk management.
- Experience working with ALM systems and regulatory frameworks preferred.
- Exposure to audit coordination and governance reporting processes.

📌 AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)
🏢 Tata Capital
📍 Mumbai