Home
Jobs

Fund Transfer Pricing FTP QRM

4 - 10 years

12 - 16 Lacs

Posted:1 day ago| Platform: Naukri logo

Apply

Work Mode

Work from Office

Job Type

Full Time

Job Description

Funds Transfer Pricing (FTP):



  • Design and implement robust FTP methodologies aligned with regulatory expectations and internal profitability frameworks.



  • Develop pricing models for various banking products, including loans, deposits, and investment securities.



  • Analyze and interpret interest rate movements and their impact on balance sheet profitability.



  • Partner with business units, Treasury, and Finance to ensure FTP alignment with business strategy.



  • Perform FTP curve design, calibration, back-testing, and model validation.


Quantitative Risk Management (QRM):



  • Manage QRM platform to support Asset Liability Management (ALM), liquidity, and interest rate risk modeling.



  • Maintain and validate QRM models including scenario analysis, stress testing, and behavioral modeling.



  • Generate reports from QRM to support strategic risk analysis and decision-making.



  • Collaborate with Risk, Treasury, and Finance teams for regulatory and internal reporting (e.g., EVE/NII simulations).



  • Monitor and enhance data quality, model inputs, and assumptions used in QRM.



Ftp, Qemu, Ba

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific Interview
cta

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.

Job Application AI Bot

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

coding practice

Enhance Your Skills

Practice coding challenges to boost your skills

Start Practicing Now
Rarr Technologies
Rarr Technologies

Information Technology

San Francisco

RecommendedJobs for You

Neemka, Faridabad, Haryana