Asset |amp| Liability Management
- Category: Bank Jobs
- Location: Mumbai, Maharashtra
- Job Type: Full Time / Part Time
- Salary: Estimated: $ 20K to 26K
- Published on: 2025/09/21
Key responsibilities
Identify, quantify, monitor, and manage non-traded market rate risks in the Banking Book using approved risk methodologies and techniques. Analyze and propose changes or enhancements to existing non-traded market risk methodologies and assumptions. Provide analytical support to develop and implement accurate non-traded market risk methodologies. Perform technical analysis to validate and test methodologies and assumptions. Present and report on non-traded market risk progress and exposures.
Role requirements
Degree/Masters in a quantitative field such as Statistics, Mathematics, Finance, Economics stream, along with CFA or FRM certification. Strong knowledge of Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). Good understanding of financial markets and instruments, particularly in retail and wholesale products. Proficient IT skills, including Microsoft Office suite, statistical packages, and Acrobat Writer. Familiarity with industry accepted ALM risk techniques is beneficial
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