Assistant Vice President

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 Mode...