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Treasury Risk Management Expert

Treasury Risk Management Expert

QualityKiosk TechnologiesRepublic Of India, IN
5 days ago
Job description

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 :

  • 10+ years of experience in Treasury, ALM, or Risk Management within banking or financial services.
  • Hands-on expertise with Ambit Focus and FIS Treasury & Risk platforms (e.G., Balance Sheet Manager, Integrity).
  • Deep understanding of LCR , NSFR , IRRBB , funding gap analysis , and stress testing methodologies .
  • Experience in regulatory reporting automation , data aggregation , and scenario simulation .
  • Strong grasp of financial instruments (fixed income, floating rate, FX, derivatives).
  • Familiarity with ALCO processes , funds transfer pricing , and liquidity forecasting .
  • Proficiency in SQL , Excel , and risk analytics tools ;

    • knowledge of Python or VBA is a plus.

  • Excellent communication, stakeholder engagement, and documentation skills.

    • Preferred Qualifications :

  • Bachelor’s / Master’s in Finance, Economics, Risk Management, or related field.
  • Certifications such as FRM , CFA , or Treasury Professional (CTP) .
  • Experience with UAE banking regulations , Islamic finance , and CBUAE reporting standards .

    • Regulatory Alignment Highlights :

  • Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) as per Basel III and CBUAE Circular 33 / 2015.
  • Stress testing and scenario analysis aligned with ICAAP and CBUAE liquidity risk management guidelines.
  • Automation and analytics using Ambit Focus and FIS tools for regulatory reporting and liquidity forecasting
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    Risk Management • Republic Of India, IN