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Nilasu Consulting Services Pvt Ltd logo

Fund Transfer Pricing FTP QRM(NCS/Job/ 1611)

For A French Mnc It Company

4 - 10 Years

Full Time

Immediate

Up to 25 LPA

1 Position(s)

Noida

4 - 10 Years

Full Time

Immediate

Up to 25 LPA

1 Position(s)

Noida

Job Skills

Job Description

Funds Transfer Pricing (FTP):

  • Design and implement robust FTP methodologies aligned with regulatory expectations and internal profitability frameworks.

  • Develop pricing models for various banking products, including loans, deposits, and investment securities.

  • Analyze and interpret interest rate movements and their impact on balance sheet profitability.

  • Partner with business units, Treasury, and Finance to ensure FTP alignment with business strategy.

  • Perform FTP curve design, calibration, back-testing, and model validation.

Quantitative Risk Management (QRM):

  • Manage QRM platform to support Asset Liability Management (ALM), liquidity, and interest rate risk modeling.

  • Maintain and validate QRM models including scenario analysis, stress testing, and behavioral modeling.

  • Generate reports from QRM to support strategic risk analysis and decision-making.

  • Collaborate with Risk, Treasury, and Finance teams for regulatory and internal reporting (e.g., EVE/NII simulations).

  • Monitor and enhance data quality, model inputs, and assumptions used in QRM.

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