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Protiviti

Credit Risk Modelling

Protiviti

Mumbai, Maharashtra, India
Full-Time
Posted 1 day ago

Opens the application on in.linkedin.com

Job Description & Responsibilities

Experience in Domestic market only

Job location - Mumbai

Market & Liquidity Risk – ALM Specialist

We are looking for experienced professionals in Asset & Liability Management (ALM) / Market Risk / Liquidity Risk with strong exposure across regulatory, analytical, and governance frameworks.

Key responsibilities may include

  • Preparation or validation of ALM return i.e. LCR, NSFR, SLS, STDL
  • Preparation or validation of Interest Rate risk i.e. IRRBB and IRS
  • Validated or Developed Liquidity Stress Testing
  • Behavioral modelling & optionality analysis
  • Contingency Funding Plan (CFP) design, execution or review

Job Details

Employment TypeFull-Time
Work ModeOn-Site
Experience0 – 0 years
Positions1

Posted by

N/A

Posted on:

26 Oct 2026

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