Main Accountabilities
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.
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.
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.
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 / Skilled 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 Thane
🏢 Tata Capital
📍 Thane