Tags: ALM, Market Risk, Stress Testing
Role Title: Financial Risk Manager
Employer: Leading Financial Services Institution
Required Experience: 4–8 Years
Location: Mumbai
Date published: 25 September 2026
A Leading Financial Services Institution is seeking an analytical Financial Risk Manager to oversee enterprise balance sheet and investment risk.
The Financial Risk Manager must combine solid market and credit risk analytics with advanced Asset-Liability Management (ALM) modeling and statutory solvency tracking.
Key Responsibilities
- Monitor and analyze financial risks across the balance sheet, including market, interest-rate, credit, liquidity, and investment exposures.
- Conduct Asset-Liability Management (ALM) reviews, tracking duration matching, asset-liability mismatches, and cash-flow profiles.
- Execute rigorous stress testing and scenario analyses evaluating the impact of interest-rate, equity market, and credit-spread shocks.
- Monitor the corporate solvency position, capital adequacy ratios, and compliance against Board-approved risk appetite limits.
- Assess investment portfolio risk concentrations, credit quality ratings, counterparty limits, and emerging default trends.
- Formulate Functional Key Risk Indicators (FKRIs), investigate threshold breaches, and coordinate remediation plans.
- Prepare risk dashboards, analytical MIS reports, and executive presentations for Senior Management and Risk Committees.
- Collaborate actively with Actuarial, Finance, Treasury, and Investment squads to review and challenge financial modeling assumptions.
Requirements and Qualifications
- Bachelor’s or Master’s degree in Finance, Economics, Actuarial Science, Statistics, or a related quantitative discipline; FRM or CFA is preferred.
- 4-8 Years of relevant experience in financial risk management, ALM, Treasury risk, or investment analytics within BFSI.
- Deep functional understanding of balance sheet mechanics, interest-rate risk measurement, and regulatory solvency frameworks.
- Advanced quantitative modeling and data manipulation skills in MS Excel; familiarity with risk analytics tools and SQL is desirable.
- Strong stakeholder communication and presentation skills, with the ability to articulate complex financial exposures clearly.