Job Description

AVP - Treasury Risk- 6-10 Years - Mumbai
Summary - Excellent opportunity for an experienced AVP Treasury to join a fast-paced, growth-oriented environment.
Location - Mumbai
Your Future Employer - Private Equity and Investment Management, Retail Banking, Investment Banking, Credit Cards, and Corporate Banking.
Requirements
6+ years of experience in software development * You must have knowledge of the following in Risk / Finance / Quant Modelling (across at least some of the these) - Treasury Risk (Interest Rate Risk of Banking Book-IRRBB), Liquidity Modelling (TWD/Unwinding of securities and balance sheet resolution/RRP), Hedge accounting (cashflow management for testing IFRS and GAAP accounting), ICAAP VAR Model (Interest Rate Risk of banking book for VAR), PRA110 liquidity reporting, Model Implementation

• Hands on coding experience (as a full-stack developer / agile developer etc.
• Preferable language is Python, C/C++ etc).
• Hand on experience in Model Development and/or Model Validation (core development experience preferred)/Model Implementation.
• Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecasting

What is in for you-

• Must have strong analytical and problem-solving abilities, excellent leadership and team management skills and effective communication and interpersonal skills

Reach us: If you think this role is aligned with your career, kindly write me an email along with your updated CV on asawari.sharangdhar@crescendogroup.in for a confidential discussion on the role.
Disclaimer: Crescendo Global is specializes in Senior to C-level niche recruitment. We are passionate about empowering job seekers and employers with an engaging memorable job search and leadership hiring experience. Crescendo Global does not discriminate based on race, religion, color, origin, gender, sexual orientation, age, marital status, veteran status or disability status.
Note: We receive a lot of applications daily, so it becomes a bit difficult for us to get back to each candidate. Please assume that your profile has not been shortlisted in case you don't hear back from us in 1 week. Your patience is highly appreciated.
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Keywords- Treasury , Financial Services, Crescendo Global

Skills Required