Associate IRRBB Reporting

The Edge Partnership

  • Mumbai, Maharashtra
  • Permanent
  • Full-time
  • 1 month ago
Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for an Associate/Manager for its Global Asset & Liability Management (ALM) team, focusing on Interest Rate Risk in the Banking Book (IRRBB) and Funds Transfer Pricing (FTP). The role supports critical balance sheet management and regulatory reporting.Please contact Dipti Joshi or email your cv directly in word format with Job ID: 15109 toPlease note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful. Bankingandfinance-in@theedgepartnership.comKey responsibilities
  • Monitor and report IRRBB metrics (NII, EVE, repricing risk) to regulators (EBA, PRA, MAS, JFSA, BaFin).
  • Build and enhance IRR models for sensitivity analysis and stress testing.
  • Support development of hedging strategies and behavioral modelling for deposits and loans.
  • Contribute to ALCO reporting, regulatory submissions, and ALM strategy formulation.
  • Collaborate with IT and Treasury/Risk teams to enhance IRRBB tools and methodologies.
  • Work across IRRBB and FTP functions to support cross-functional Treasury initiatives.
Role requirements
  • 5-6 years of experience in Treasury, Liquidity Risk, or Regulatory Reporting within investment banking.
  • Qualification: CA / MBA Finance (CFA/FRM preferred).
  • Strong background in financial analytics, capital markets, and IRR models.
  • Proficiency in Advanced Excel, PowerPoint, and Word (knowledge of Tableau/Power BI/Macros is a plus).
  • Experience in IRRBB reporting and model risk/hedging is highly desirable.

The Edge Partnership