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

Job description

Description: 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.