Job Title:ALM SME – Treasury & Risk Systems (Ambit Focus) Location:Rupa Solitaire, Millenium Business Park - Navi MumbaiRole Overview: We are seeking a highly experiencedAsset Liability Management (ALM) Subject Matter Expertto support ourQuality Engineering (QE) teamin the implementation ofAmbit Focusandsystemsfor a leading UAE bank’s treasury transformation. The SME will play a key role in ensuring the test strategy and design align with UAE Central Bank regulations, includingLiquidity Coverage Ratio (LCR) ,Net Stable Funding Ratio (NSFR) ,Eligible Liquid Assets Ratio (ELAR) , andstress testingrequirements.Key Responsibilities: Define and validatetest strategy and designfor ALM and treasury systems in compliance with UAE Central Bank Rulebook. Providedomain expertisein ALM, liquidity risk, interest rate risk, and regulatory compliance (Basel III, CBUAE Circular 33/2015). Collaborate with QE and business teams to designfunctional test scenarios ,data models , andregulatory test cases . Leadfunctional walkthroughs ,requirement clarifications , andtest coverage reviews . Supportdefect triage , root cause analysis, and resolution with domain insights. Ensure alignment withCBUAE liquidity regulations , including ELAR, LCR, NSFR, and ICAAP stress testing. Guide integration testing acrossfixed and floating instruments , derivatives, and structured products. Contribute torisk-based testing ,scenario modeling , andstress test validations .Required Skills & Experience: 10+ yearsof experience inTreasury, ALM, or Risk Managementwithin banking or financial services. Hands-on expertise withAmbit FocusandFIS Treasury & Risk platforms(e.g., Balance Sheet Manager, Integrity). Deep understanding ofLCR ,NSFR ,IRRBB ,funding gap analysis , andstress testing methodologies . Experience inregulatory reporting automation ,data aggregation , andscenario simulation . Strong grasp offinancial instruments(fixed income, floating rate, FX, derivatives). Familiarity withALCO processes ,funds transfer pricing , andliquidity forecasting . Proficiency inSQL ,Excel , andrisk analytics tools ; knowledge of Python or VBA is a plus. Excellent communication, stakeholder engagement, and documentation skills.Preferred Qualifications: Bachelor’s/Master’s in Finance, Economics, Risk Management, or related field. Certifications such asFRM ,CFA , orTreasury Professional (CTP) . Experience withUAE banking regulations ,Islamic finance , andCBUAE reporting standards .Regulatory Alignment Highlights: Liquidity Coverage Ratio (LCR)andNet Stable Funding Ratio (NSFR)as per Basel III and CBUAE Circular 33/2015. Stress testing and scenario analysisaligned with ICAAP and CBUAE liquidity risk management guidelines. Automation and analyticsusing Ambit Focus and FIS tools for regulatory reporting and liquidity forecasting
Job Title
ALM SME – Treasury & Risk Systems (Ambit Focus)