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Required Skills: MBA,CA,CFA , Lead Analyst , Treasury & ALM
Required Exp: 3 to 5 years
Category: CFA Jobs
Analyst will be responsible for the various activities pertaining to Interest Rate Risk (IRR), including but not limited to:
- Run Balance Sheet analytics using Quantitative Risk Management (QRM).
- Ensuring timely preparation and delivery of ALM reporting including NII (Net Interest Income) and EVE (Economic Value of Equity).
- Working with onshore team to create and analyze NII impacts for different Balance sheet strategies.
- Preparing presentation deck for senior management, ALCO & for other committee meetings.
- Run control processes to ensure error free analytics for IRR BAU and CCAR.
- Perform IRR Models Backtesting and Benchmarking.
- Involved in projects towards automation of reporting processes.
- Handling ad-hoc requests and ability to perform under on demand situations.
- Mentor junior analysts and coordinate projects/tasks across the team.
- Knowledge of some of the key Fixed income products and concepts such as Duration, Convexity, DV01, NII Sensitivity & EVE.
- Understanding of Bank’s Balance-sheet and various components.
- Candidate must be able to work independently and have the ability to interact with team members, management, on-shore counterparts.
- Proficient in MS office tools, Excel, VBA, SQL and exposure to systems like HFM, MAQ & Bloomberg.
- Good oral and written communication
- PG (MBA-Finance)/B. Com/FRM/CFA with 4+ years of relevant Risk/Treasury/Finance experience in a similar Financial services Industry.
Posted By: kumar shubham
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