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.
• Robust 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