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

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.