- ? Lead the Liquidity/Interest rate risk projects with emphasis on development of the quantitative and qualitative risk measurement frameworks
- ? Support the development of a well-controlled framework to manage models of interest rate & liquidity risk management
- ? Develop the scenario design and stress testing framework for asset liability management as per internal & regulatory requirements
- ? Lead the Validation of the cash flows from the risk platforms for calculation of liquidity & Interest rate risk metrics and perform analysis of client's balance sheet & product mix for risk measurement
- ? Lead projects independently & Interact with Client's treasury, finance and risk management teams to ensure the appropriateness of the methodology for interest rate risk & liquidity risk frameworks and be able to conduct gap analysis based on industry best practices
- ? Lead the modeling of behavioral assumptions like prepayments, runoffs, early redemptions & commitment utilizations etc.
- ? Lead the Fund transfer pricing and PPNR framework including development of market and volume forecasting models
- ? Work on implementation of global regulations such as Basel - IRRBB, ILAAP, Dodd-Frank/CCAR, EBA, and PRA etc.
- ? Manage multiple model development/ validation projects simultaneously ensuring timely and quality deliverables
- ? Support on responding to RFPs and development of point of views/ pitch docs to support business development activities
- ? Masters degree in banking, finance, quants, statistics or mathematics would be preferred
- ? Engineering graduates from premier institutions like IIT/ ISI/ NIT with relevant work experience are also encouraged to apply
- ? Mandatory: 6-9 years of work experience in ALM modelling/analytics or equivalent experience in any consulting firm
- ? Mandatory: Strong knowledge of all types of assets & liability products on the banking books, interest rate and liquidity risk modeling
- ? Desirable: Knowledge on any ALM platforms i.e. Risk confidence, QRM etc.
- ? Desirable: Knowledge of regulatory guidelines on ALM
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.