AVP- Treasury And Liquidity Model Validation Credence HR Services
Credence HR Services
Office Location
Full Time
Experience: 4 - 4 years required
Pay:
Salary Information not included
Type: Full Time
Location: Maharashtra
Skills: model development, Validation, IRR, EVS, Excel, Python, CCAR, Pensions, Regulatory, Compliance, Risk management, financial management, data governance, IRRBB, NII, NIR, IRE, EVE, Balance sheet models, SQL programming, Debt investment securities, Nontrading market risk, FXRBB, Commodity risk, Private equity risk, CSRBB, QMMF, ATMAFS portfolios
About Credence HR Services
Job Description
Desired Candidate profile: 4+ years of experience in Model Development OR Validation (IRRBB, NII, NIR, IRE, IRR, EVE, EVS, Balance sheet models) Strong Excel, Python and SQL programming skills. Basic knowledge in debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc. Fundamental understanding of regulatory, compliance, risk management and financial management, and data governance concerns Key Deliverables (Duties and Responsibilities): Support BSM analytics and modeling projects with a focus on asset allocation, FXRBB, OCI stress testing (CCAR), QMMF for pensions and AFS/HTM securities, and Commodity/Equity/CSRBB risk. Deliver accurate analysis to enhance BSM methodologies and support Citis first-line NTMR framework (policy, procedures, models, reporting, controls, data, and documentation). Own NTMR models and liaise with MRM to ensure proper development and validation. Assist senior leaders in aligning governance for legal entities with OCI, FX, commodity, and credit spread risk. Coordinate with business, Treasury, CTI, Markets Treasury, and Controllers to ensure effective NTMR management. Support remediation of non-trading market risk gaps (excluding IRRBB) per Tier 1 regulations and help resolve regulatory/audit issues to achieve the target state framework. If you wish to apply, kindly share your resume on "swarali.deshmukh@credencehrservices",