Asset Liability Manager

Role - Asset liability manager

Location- Pune, Mumbai, Bangalore

NP- 30 days to 90 days

Keywords : Asset Liability Management (ALM), Net Interest Income (NII), Econimic Value of Equity (EVE), Repricing Gap, Interest Rate Risk (IRR), IRRBB, PV01, DV01, Earning at Risk (Ear )

JD : -

Implementation of the Interest Rate Risk in the Banking Book (IRRBB) under the regulations of the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA)

Implementation of MAS Market Risk Returns

Implementation of internal interest rate risk metrics including interest rate gap, PV01 and non-regulatory Net Interest Income (NII) scenarios

Implementation of Fund Transfer Pricing (FTP)

Implementation of reports adjustments and approval workflow

Implementation of General Ledger pre-reconciliation and post-reconciliation

Moodys implementation expertise for the RCO software with hands on experience in the area of implementation, configuration, and upgrade of liquidity software solutions.

Assist clients in all the stages of RCO product implementation for the ALM FTP module including the below

Gap analysis and data mapping

Business requirement gathering and confirmation

Specification Documentation and walkthrough with client

Product configuration.

Functional specification of custom functionality

Testing (UAT variance analysis and investigations)

Conduct Functional training