Credit Risk Modelling (Mumbai)

Credit Risk Modelling (Mumbai)

27 Oct
|
Protiviti
|
Mumbai

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

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