27 Oct
|
Protiviti
|
Mumbai
Experience in Domestic market only
Job location - Mumbai
Market & Liquidity Risk – ALM Specialist
We are looking for experienced professionals in Asset & Liability Management (ALM) / Market Risk / Liquidity Risk with solid exposure across regulatory, analytical, and governance frameworks.
Key responsibilities may include:
- Preparation or validation of ALM return i.e. LCR, NSFR, SLS, STDL
- Preparation or validation of Interest Rate risk i.e. IRRBB and IRS
- Validated or Developed Liquidity Stress Testing
- Behavioral modelling & optionality analysis
- Contingency Funding Plan (CFP) design, execution or review
📌 Credit Risk Modelling (Mumbai)
🏢 Protiviti
📍 Mumbai