Credit Risk Modelling
Protiviti
Mumbai, Maharashtra, India3h agovia LinkedIn
About the Role
This role focuses on Credit Risk Modelling.
Key Responsibilities
- Preparation or validation of ALM return (LCR, NSFR, SLS, STDL)
- Preparation or validation of Interest Rate risk (IRRBB and IRS)
- Validation or development of Liquidity Stress Testing
- Behavioral modelling & optionality analysis
- Contingency Funding Plan (CFP) design, execution, or review
Requirements & Tech Stack
- Experience in Domestic market only
- Job location - Mumbai
- Strong exposure across regulatory, analytical, and governance frameworks in Asset & Liability Management (ALM), Market Risk, or Liquidity Risk.