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| Job Location | Bangalore |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Finance / Accounts / Tax |
| EmploymentType | Full-time |
The Firm wide ALM Analytics team was formed in the beginning of 2017 to support Treasury Controllers across all of our business units. The group is responsible to ensure the accuracy and completeness of all information in support of the firm s internal and regulatory Liquidity Risk and Interest Rate Risk reporting and analytics. We partner with a wide range of stakeholders across the firm in:Daily reconciliation of balances to the general ledgerImpact analyses for changes in regulatory reporting (e.g. LCR, 5G, Stress, Recovery & Resolution etc.)Strategic sourcing, automation of feeds from various source systems into the central technology platforms in Treasury-CIOEnsuring data quality controls in upstream sources & aggregation platformsOur team consists of functional and technical experts who currently cover all aspects of Liquidity Risk across multiple products and Line of Businesses, located in Newport, New Jersey. We will be forming a new team in Bangalore, India in 2018 to institute a follow-the-sun global workflow, reducing cycle time of our daily operations and increase responsiveness to our stakeholders. Candidates will partner closely with the existing team and joint responsibilities will include:Review, adjust and attest to liquidity and interest rate risk data on a daily basisPerform product reconciliations & assist with daily balance sheet variance analysis and reporting (e.g. LCR, 5G, etc.)Determine business drivers behind variances and communicate impact to partner groups such as Liquidity Risk Oversight, Corporate Treasury Middle Office, etc.Produce LCR, NSFR and ALMM reports and commentaries and present it on forums to senior stakeholders.Prepare and produce firm wide FTP reports and R&R reports and get it attested by LOB s and stakeholders.Design queries to analyze large volumes of data from multiple sources to create financial and operational reports (e.g. daily available collateral, intercompany bookings, etc.)Partner with senior stakeholders in the LOBs, Controllers, Global Treasury and other related areas to obtain, understand, and analyze Balance sheet data & other relevant information such as forecasts, assumptions etc. and their impact on the firm s liquidity & structural interest rate risk managementIdentify opportunities for process improvements, remediate data quality issues, automation etc.Candidatesseeking a position in this role must be self-starters who are able to work in afast paced, results driven environment with minimal oversight and possess astrong sense of accountability and responsibility. Additional qualifications required:MBAwith 2+ year experience in the financial services industry, preferably within aregulatory reporting/policy departmentFRMwould be an added advantageStronganalytic, creative thinking and problem solving skillsKeenattention to detail and ability to work independentlyExcellentorganizational, multitasking and prioritizing skillsAbilityto handle stress and tight deadlinesStrongwritten and verbal communication skillsBeskilled in performing complex quantitative analysis.Knowledgeof key bank systems and processes, including financial sub-ledgers, productsystems etc. would be an advantagePossesssubject matter expertise in banking book and trading book products, data flows& quality checksPriorwork experience in liquidity and/ or interest rate risk management programswould be a plusExperiencein building models and managing large amounts of data, identifying data qualityissues & recommending solutionsExcellentworking knowledge of MS Excel, PowerPoint, MS Access and Word,
Keyskills :
interest rate risk managementms accessdata qualitymusic makingbalance sheetmiddle officeliquidity riskrisk managementproblem solvingdaily operationsvariance analysisfinancial services