AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)

Tata Capital
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📍 Mumbai, Maharashtra, IndiaFull time

About this role

Main Accountabilities

1. Regulatory ALM Reporting & LCR

  • Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
  • Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
  • Implement maker-checker controls (four-eye principle) across ALM submissions.
  • Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.

2. Market Risk Monitoring & ALCO Governance and Policy

  • Monitor key ALM thresholds including liquidity coverage ratio (LCR), stock ratios, and other balance sheet risk indicators.
  • Support preparation and circulation of ASG, ALCO, and related governance dashboards with risk commentary.
  • Ensure timely reporting and tracking of risk actionable arising from ALCO discussions.
  • Support periodic review of Market Risk and ALM policies with risk data modelling.

3. ALM System Implementation & Projects

  • Robustness of ALM MIS systems, automations.
  • Work with IT, Treasury, and Finance teams to ensure successful system integration and data migration.
  • Support ALM system enhancements, testing, and operationalisation.

4. Audit & Regulatory Coordination

  • Drive interactions with internal audit, statutory audit, compliance testing teams, and regulators.
  • Ensure timely closure of audit observations and submission of required documentation.
  • Maintain audit-ready records for ALM processes and risk monitoring.

 

Qualifications & Experience

  • Postgraduate / Professional qualification in Finance, Risk Management, Economics, or related discipline.
  • 10–14 years of experience in Market Risk, ALM, or Treasury Risk within NBFCs or Banks.
  • Strong understanding of liquidity risk, IRRBB, regulatory ALM reporting, and balance sheet risk management.
  • Experience working with ALM systems and regulatory frameworks preferred.
  • Exposure to audit coordination and governance reporting processes.

Frequently Asked Questions

Is the salary disclosed for the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) position at Tata Capital?
The salary for this AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) role at Tata Capital is not publicly listed. Click "Apply Now" to learn more about the compensation package on their official careers page.
Where is the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) position at Tata Capital located?
This AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) role at Tata Capital is based in Mumbai, Maharashtra, India. The position is listed as on-site or hybrid. Check the full job description or apply directly to confirm the work arrangement.
Is the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) role at Tata Capital full-time or part-time?
This is listed as a Full time position. It is posted as a AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) role at Tata Capital.
How do I apply for the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) position at Tata Capital?
Click the "Apply Now" button on this page. You will be redirected to Tata Capital's official application portal hosted on oraclecloud where you can submit your application directly.
When was the AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) job at Tata Capital posted?
This AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus) position at Tata Capital was posted on Sep 29, 2026. Apply as soon as possible — early applications are often reviewed first.
AVP - Market Risk - Mumbai - Lodha (I-Think Techno Campus)
Tata Capital
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You'll be redirected to Tata Capital's official application page on oraclecloud.