Credit Risk Modelling
Protiviti · Mumbai, Maharashtra, India
Tailor my CV for this job — freeExperience in Domestic market onlyJob location - MumbaiMarket & Liquidity Risk – ALM SpecialistWe are looking for experienced professionals in Asset & Liability Management (ALM) / Market Risk / Liquidity Risk with strong 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