Job Title

Elevate Your Impact Through EvalueserveEvalueserve is a global leader in delivering innovative and sustainable solutions to a diverse range of clients, including over 30% of Fortune 500 companies. With a presence in more than 45 countries across five continents, we excel in leveraging state-of-the-art technology, artificial intelligence, and unparalleled subject matter expertise to elevate our clients' business impact and strategic decision-making. Our team of over 4,500 talented professionals operates in countries such as India, China, Chile, Romania, the US, and Canada. Our global network also extends to emerging markets like Colombia, the Middle East, and the rest of Asia-Pacific. Recognized by Great Place to Work® in India, Chile, Romania, the US, and the UK in 2022, we offer a dynamic, growth-oriented, and meritocracy-based culture that prioritizes continuous learning and skill development, work-life balance, and equal opportunity for all.About Risk and Quant Solutions (RQS)Risk and Quant is one of the fastest growing practices at Evalueserve. As an RQS team member, you will address some of the world’s largest financial needs with technology proven solutions. You would solve these banking challenges and improve decision making with award winning solutions.What you will be doing at EvalueserveLead and oversee the development and implementation of ALM (Asset Liability Management) and IRRBB (Interest Rate Risk in the Banking Book) models for a bank.Conduct advanced data analysis and queries to support strategic decisions and process improvements.Collaborate with the model development team to enhance existing models to resolve any issues raised or findings shared by internal validation team and develop new models that are supplement to the main capital calculation processes.Work directly with clients to understand their needs and provide tailored solutions in ALM and IRRBB management.Manage prototype source data migration in established processes and production codes.Develop and deliver training programs to build competencies in ALM and IRRBB management.Ensure timely completion of projects with a strong sense of urgency.What we’re looking forEducation: Bachelor's/master’s degree in business administration, Finance, Computer Science, o related fields.Deep understanding of ALM concepts, IRRBB, and ILAAP (Internal Liquidity Adequacy Assessment Process).Extensive knowledge of liquidity ratios and their changes, and how they affect funding sources.Familiarity with feeder models for ALM and IRRBB, including yield curve models, prepayment models, non-maturity deposit models etc.Proficiency in statistical methods and tools such as logistic regression, Bayesian statistics, Markov chain processes, and time series analysis.Advanced skills in Python and R, including object-oriented programming and automation capabilities.Clear understanding of statistical metrics used to assess model performance and ability to make nuanced observations.Advisory experience in ALM and IRRBB management.Ability to work directly with clients and manage stakeholder relationships effectively.Excellent verbal and written communication and presentation skills, with the ability to document analytical results for diverse technical audiences.Ability to articulate ideas clearly and develop actionable recommendations.Proficiency in creating and delivering impactful presentations.Strong analytical and interpersonal skills.Statisticians, Econometricians, or Engineers with a finance background.Extensive experience in ALM and IRRBB model development from scratch.Proven experience in developing models using Python and R.Experience in working with multiple datasets, cleaning data, and performing comprehensive data analysis.Demonstrated experience in leading large teams and managing complex projects.Advisory experience in ALM and IRRBB management.Strong leadership skills with the ability to inspire and motivate teams.Effective stakeholder management and ability to build strong client relationships.Keen eye for detail and ability to make nuanced observations in model performanceassessments.Experience in advisory projects for ALM in the Middle East.Disclaimer: The following job description serves as an informative reference for the tasks you may be required to perform. However, it does not constitute an integral component of your employment agreement and is subject to periodic modifications to align with evolving circumstances.Please Note : We appreciate the accuracy and authenticity of the information you provide, as it plays a key role in your candidacy. As part of the Background Verification Process, we verify your employment, education, and personal details. Please ensure all information is factual and submitted on time. For any assistance, your TA SPOC is available to support you