ALM SME – Treasury & Risk Systems (Ambit Focus)

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 :

Preferred Qualifications :

Regulatory Alignment Highlights :