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
Posted By : Nilasu Consulting Services Pvt Ltd
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.