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Chief Manager-ALM-Leading Bank
Skill Ventory
Full Time, Permanent
Mumbai, Maharashtra
Computer Occupations
Posted:
June 12, 2026
Location:
Mumbai, Maharashtra, India
Job Description
Roles and Responsibilities Identification of ALM risk factors and its assessment on timely basis. Provide ALCO and Top Management with relevant insights on ALM profile and implementation of ALCO directives Develop and set operating limits, measure and monitor the risk level in accordance with the policies and limits in relation to Interest Rate risk in the Banking Book and Liquidity Risk Undertake ALM modeling and historical analysis, develop supporting assumptions and run the ALM modeling in accordance with Policy. Back testing and validation of ALM indicators, assumptions. Develop and ongoing maintenance of ALM policies, frameworks, monitoring tools and reviews of limits and breaches. Prepare reports and analysis specified by ALM (funding concentration, NII simulation, Liability profile analysis, EVE and EaR simulations, basis risk and optionality). Prepare and execute liquidity risk & ...
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Job Type:
Full Time, Permanent
Location:
Mumbai, India
Posted:
June 12, 2026
Deadline:
July 22, 2026