Functional Consultant IFRS9 & ALM (EPM / Finance Transformation)

About the role

Functional Consultant IFRS9 & ALM (EPM / Finance Transformation) role based in Mumbai, Maharashtra, India, working on-site. The consultant partners with Finance, Risk, Treasury, and Business stakeholders to gather requirements and support implementation and enhancement of IFRS9, ALM, FTP, and Finance transformation platforms. Day-to-day work includes conducting requirement gathering workshops, process analysis, gap assessments, translating business requirements into BRDs, FRDs, user stories, functional specifications, and acceptance criteria, defining and validating business rules for ECL calculations, PD/LGD/EAD models, staging assessment, overlay calculations, scenario analysis and stress testing, supporting ALM processes such as IRRBB, liquidity risk management, gap analysis, behavioral modelling, and balance sheet forecasting, working with technical teams on data mapping and integration, performing financial and risk data validation and reconciliation, preparing test scenarios and coordinating SIT, UAT, defect management, and production validation, supporting month-end, quarter-end, and regulatory reporting, facilitating workshops, user training, and stakeholder demonstrations,

What you’ll do

• Conduct requirement gathering workshops, process analysis, and gap assessments
• Translate business requirements into BRDs, FRDs, user stories, functional specifications, and acceptance criteria
• Support implementation and enhancement of IFRS9, ALM, FTP, and Finance transformation platforms
• Define and validate business rules for ECL calculations, PD, LGD, EAD models, staging assessment, overlay calculations, scenario analysis and stress testing
• Support ALM processes including IRRBB, liquidity risk management, gap analysis, behavioral modelling, and balance sheet forecasting
• Work closely with technical teams on data mapping, source-to-target mapping, and integration requirements
• Perform financial and risk data validation, reconciliation, and issue analysis
• Prepare test scenarios and coordinate SIT, UAT, defect management, and production validation

What you’ll bring

• Experience working with Finance, Risk, Treasury, and Business stakeholders to gather requirements
• Knowledge of IFRS9 impairment and Expected Credit Loss (ECL) calculations
• Knowledge of Asset & Liability Management (ALM), Funds Transfer Pricing (FTP), Liquidity and Balance Sheet Management
• Ability to conduct requirement gathering workshops, process analysis, and gap assessments
• Ability to translate business requirements into BRDs, FRDs, user stories, functional specifications, and acceptance criteria
• Experience supporting implementation and enhancement of IFRS9, ALM, FTP, and Finance transformation platforms
• Ability to define and validate business rules for ECL calculations, PD, LGD, EAD models, staging assessment, overlay calculations, scenario analysis and stress testing
• Ability to support ALM processes including IRRBB, liquidity risk management, gap analysis, behavioral modelling, and balance sheet forecasting

Skills