Job Type
Work Type
Location
Experience
Lead end‑to‑end implementation of OFSAA modules: ALM, LRM, FTP, PFT.
Conduct business requirement workshops with Treasury, Risk, Finance, and ALM stakeholders.
Prepare BRDs, FSDs, Gap Analysis, solution design documents.
Configure OFSAA assumptions, behavioral models, cashflow rules, FTP methodologies, and PFT rules.
Design and validate balance sheet projections, liquidity ratios, stress testing frameworks, and repricing assumptions.
Support regulatory requirements such as:
Liquidity Coverage Ratio (LCR)
Net Stable Funding Ratio (NSFR)
EVE/NII Risk Metrics
IRRBB and Liquidity metrics
Provide functional testing, UAT support, and user training.