Senior ALM Consultant

Highlight of the engagement opportunity

• Nature of role: Full time
• Number of years of experience expected: - (5 12) years
• Areas of past experience preferred: Asset-liability management (ALM), liquidity risk, IRRBB, fund- transfer pricing (FTP), budgeting & planning and balance sheet management
• Educational qualification expected: Graduate/ Postgraduate
• Additional qualifications/ certifications required: None
• Preferable additional certifications: CA / FRM / CFA / MBA / CQF / Actuarial
• Preferred geography of previouswork experience: India / Europe / APAC / US
• Language requirements: Ability to write and speak fluentlyin English
• Application experience preferable: MS Excel, VBA, Python, SQL, FIS, SAS, QRM and / or other industry leading ALM systems

Key responsibility areas:

• Opportunity to work on large-scale ALM and risk consulting / system implementation engagements with leading banks, financial institutions, NBFCs, insurance companies and corporates
• Opportunity to work across various areas of balance sheet management covering aspects such as ALM, cashflow modelling, behavioral analysis, IRRBB, liquidity risk, stress testing, fund-transfer pricing and profitability analysis
• Extensive knowledge of concepts related to balance sheet management and ALM such as structural liquidity statement, repricing gap analysis, modified duration gap, IRRBB (BCBS 368), EVE & NII simulations, LCR, NSFR, liquidity stress testing, early warning indicators, contingency funding planning, FTP, budgeting and planning etc.
• Extensive experience in system implementation engagements covering aspects such as BRD creation, FSD review, system configuration, SIT, UAT etc.
• Demonstrate functional understanding and interface with clientele during implementation engagements.
• Lead and drive day-to-day execution of assigned client projects.

Selection process:

We seek to be transparent during the selection process. While the actual process may vary from the process indicated below, the key steps involved are as follows:

• Personal interviews: There are expected to be at least 2 rounds of online interviews. The number of interview rounds may increase depending on the criticality and seniority of the role involved.
• Final discussion on career and compensation: Post final selection, a separate discussion will be set up to discuss compensation and career growth. You are encouraged to seek any clarifications you have during this discussion.

Preparation required:

• Demonstrate knowledge about trading and banking book products
• Demonstrate knowledge about balance sheet management, ALM, IRRBB, liquidity risk, FTP etc.
• Demonstrate experience of using ALM and balance sheet management applications

For any additional queries you may have, you can send a LinkedIn InMail to us, connect with us at or e-mail us at

How to reach us:

Should you wish to apply for this job, please reach out to us directly through LinkedIn or apply on our website career page -