AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) at Tata Capital

Job Description

Main Accountabilities

1. Regulatory ALM Reporting & LCR

Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
Implement maker-checker controls (four-eye principle) across ALM submissions.
Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.

2. Market Risk Monitoring & ALCO Governance and Policy

Monitor key ALM thresholds including liquidity coverage ratio (LCR), stock ratios, and other balance sheet risk indicators.
Support preparation and circulation of ASG, ALCO, and related governance dashboards with risk commentary.
Ensure timely reporting and tracking of risk actionable arising from ALCO discussions.
Support periodic review of Market Risk and ALM policies with risk data modelling.

3. ALM System Implementation & Projects

Robustness of ALM MIS systems, automations.
Work with IT, Treasury, and Finance teams to ensure successful system integration and data migration.
Support ALM system enhancements, testing, and operationalisation.

4. Audit & Regulatory Coordination

Drive interactions with internal audit, statutory audit, compliance testing teams, and regulators.
Ensure timely closure of audit observations and submission of required documentation.
Maintain audit-ready records for ALM processes and risk monitoring.

Qualifications & Experience

Postgraduate / Professional qualification in Finance, Risk Management, Economics, or related discipline.
10–14 years of experience in Market Risk, ALM, or Treasury Risk within NBFCs or Banks.
Strong understanding of liquidity risk, IRRBB, regulatory ALM reporting, and balance sheet risk management.
Experience working with ALM systems and regulatory frameworks preferred.
Exposure to audit coordination and governance reporting processes.

Frequently Asked Questions

What are the eligibility criteria for the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) job at Tata Capital?

Eligibility typically includes the qualifications and experience outlined in the job description above, with around 0-5 Years years of relevant experience expected for this role.

What are the primary responsibilities of a AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) at Tata Capital?

The key responsibilities for this role are detailed in the Key Responsibilities section above, covering the core duties expected of a AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) at Tata Capital.

Is prior experience required for this position?

This role requires around 0-5 Years years of relevant experience, as specified in the job listing. Please refer to the Qualifications & Experience section above for full details.

What skills are important for this role?

Skills relevant to this position are outlined in the Qualifications & Experience section above. In general, strong communication, domain knowledge, and the ability to meet role-specific targets are valued across similar BFSI positions.

How do I apply for the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) role at Tata Capital?

You can apply directly using the Apply Now button on this page, which will take you to Tata Capital's application process for this role.

AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)

Tata Capital — Mumbai, MUMBAI

Job Description

Frequently Asked Questions