Associate IRRBB Treasury
Location
mumbai, maharashtra
Job Type
Full-time
Category
Other-General
Posted
June 19, 2026
Hi,
This is with regards to an opening with Global Financial Services Firm in Mumbai
Role - Associate IRRBB Treasury
Exp - 5-8 years
Skills - Treasury, IRRBB, Stress Testing
Location - Mumbai
Responsibilities:
- Individual Contributor role responsible for Key Regulatory Reporting for IRRBB Repricing Gap and NII Stress testing for multiple national regulators (MAS, PRA, BaFin, ACPR)
- Conduct ongoing gap analysis between regulatory requirements and technical build specifications. Identify and drive reporting and NII stress model enhancement requirements in partnership with Treasury ALM and Risk teams
- Develop and deliver internal MI reports on repricing gap and NII stress testing results to regional governance forums and senior management across Treasury, CFO and Risk
- Support entity-level and regional strategic discussions on IRRBB NII risk appetite and management ...