Job Title:  Consulting-ET&P-OFSAA-ALM/LRM-Consultant

Job requisition ID ::  53138
Date:  May 26, 2023
Location:  Mumbai
Designation:  Consultant
Entity:  Deloitte Touche Tohmatsu India LLP

Location: Mumbai

Experience: 1-5 years

Designation: Analyst/Consultant
Notice period: Any


Key Responsibilities

  • Active participation in end-to-end project delivery of large-scale banking projects
  • Help businesses in scoping requirements and apprise business users of various solutions alternatives in order to set achievable requirements which meet business objectives
  • Configuration of Asset Liability Management and Liquidity Risk Management Modules in OFSAA
  • Work closely and collaboratively with development, testing, release, and project management.
  • Assist with urgent ad-hoc business requirements that may arise.
  • Develop an understanding of OFSAA data models and collaborate with the bank’s/ Deloitte’s technical team to rectify data-related issues
  • Create and maintain documentation for various phases of the projects
  • Assist project managers in creating various project and milestone trackers
  • Conduct Proof of Concept for a given functionality in OFSAA


Educational Qualifications

  • Master’s in business administration (MBA) with specialization in finance or banking
  • Industry certifications such as FRM, PRM, CFA would be an added advantage


Key Competencies and Skills

  • Understanding of the Bank’s Balance Sheet and various products like loans, commitments, deposits, derivatives, etc.
  • Knowledge of Risk Management, Regulatory Compliance, and Financial Reporting - Asset Liability Management, Stress testing, Liquidity risk management (Statement of Structural Liquidity, Liquidity Coverage Ratio, Net Stable Funding Ratio), and Interest rate risk management (Statement of Interest Rate Sensitivity, Traditional Gap & Duration Gap Analysis of Interest Rate Risk)
  • Working knowledge of Asset Liability Management, LCR/NSFR, IRRBB
  • Risk management system knowledge/experience like OFSAA, Sungard, etc.
  • Excellent communication and interpersonal skills
  • Strong problem-solving and solution-development skills
  • Proficiency in working with Microsoft Office tools
  • Understanding of Database and SQL


Keywords for OFSAA Assent Liability Management and Liquidity Risk Management

Statement of Structural Liquidity (SLS), Statement of Interest Rate Sensitivity (IRS) Preparation, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Traditional Gap Analysis (TGA), Duration Gap Analysis (DGA), Asset - Liability Committee (ALCO), ALM Business Analyst, Business requirement document (BRD) preparation