Treasury Risk Management Expert

Job Title : ALM SME – Treasury & Risk Systems (Ambit Focus)

Location : Rupa Solitaire, Millenium Business Park - Navi Mumbai

Role Overview :

We are seeking a highly experienced Asset Liability Management (ALM) Subject Matter Expert to support our Quality Engineering (QE) team in the implementation of Ambit Focus and systems for a leading UAE bank’s treasury transformation. The SME will play a key role in ensuring the test strategy and design align with UAE Central Bank regulations, including Liquidity Coverage Ratio (LCR) , Net Stable Funding Ratio (NSFR) , Eligible Liquid Assets Ratio (ELAR) , and stress testing requirements.

Key Responsibilities :

• Define and validate test strategy and design for ALM and treasury systems in compliance with UAE Central Bank Rulebook.
• Provide domain expertise in ALM, liquidity risk, interest rate risk, and regulatory compliance (Basel III, CBUAE Circular 33 / 2015).
• Collaborate with QE and business teams to design functional test scenarios , data models , and regulatory test cases .
• Lead functional walkthroughs , requirement clarifications , and test coverage reviews .
• Support defect triage , root cause analysis, and resolution with domain insights.
• Ensure alignment with CBUAE liquidity regulations , including ELAR, LCR, NSFR, and ICAAP stress testing.
• Guide integration testing across fixed and floating instruments , derivatives, and structured products.
• Contribute to risk-based testing , scenario modeling , and stress test validations .

Required Skills & Experience :

knowledge of Python or VBA is a plus.

Preferred Qualifications :

Regulatory Alignment Highlights :