28 Oct
|
Protiviti
|
Mumbai
Experience in Domestic market only Job location
Mumbai Market & Liquidity Risk – ALM Specialist We are looking for experienced specialists in Asset & Liability Management (ALM) / Market Risk / Liquidity Risk with robust 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