AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)

Tata Capital

Mumbai, MH, India3w ago

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Key details

Location
Mumbai, MH, India
Work style
Onsite
Level
Lead / Staff+
Job type
Full-time
Experience
10–14 yrs
Function
other
Focus area
other
Posted
3w ago

Skills

balance sheetdata migrationdata modelinginternal auditrisk management

About the role

Main Accountabilities

1. Regulatory ALM Reporting & LCR

  • Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
  • Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
  • Implement maker-checker controls (four-eye principle) across ALM submissions.
  • Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.

2. Market Risk Monitoring & ALCO Governance and Policy

  • Monitor key ALM thresholds including liquidity coverage ratio (LCR), stock ratios, and other balance sheet risk indicators.
  • Support preparation and circulation of ASG, ALCO, and related governance dashboards with risk commentary.
  • Ensure timely reporting and tracking of risk actionable arising from ALCO discussions.
  • Support periodic review of Market Risk and ALM policies with risk data modelling.

3. ALM System Implementation & Projects

  • Robustness of ALM MIS systems, automations.
  • Work with IT, Treasury, and Finance teams to ensure successful system integration and data migration.
  • Support ALM system enhancements, testing, and operationalisation.

4. Audit & Regulatory Coordination

  • Drive interactions with internal audit, statutory audit, compliance testing teams, and regulators.
  • Ensure timely closure of audit observations and submission of required documentation.
  • Maintain audit-ready records for ALM processes and risk monitoring.

Qualifications & Experience

  • Postgraduate / Professional qualification in Finance, Risk Management, Economics, or related discipline.
  • 10–14 years of experience in Market Risk, ALM, or Treasury Risk within NBFCs or Banks.
  • Strong understanding of liquidity risk, IRRBB, regulatory ALM reporting, and balance sheet risk management.
  • Experience working with ALM systems and regulatory frameworks preferred.
  • Exposure to audit coordination and governance reporting processes.

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