Hi,

This is with regards to an opening with Global Financial Services Firm in Mumbai

Role - Associate IRRBB Treasury

Exp - 5-8 years

Skills - Treasury, IRRBB, Stress Testing

Location - Mumbai

Responsibilities:

• Individual Contributor role responsible for Key Regulatory Reporting for IRRBB Repricing Gap and NII Stress testing for multiple national regulators (MAS, PRA, BaFin, ACPR)
• Conduct ongoing gap analysis between regulatory requirements and technical build specifications. Identify and drive reporting and NII stress model enhancement requirements in partnership with Treasury ALM and Risk teams
• Develop and deliver internal MI reports on repricing gap and NII stress testing results to regional governance forums and senior management across Treasury, CFO and Risk
• Support entity-level and regional strategic discussions on IRRBB NII risk appetite and management ...