OFSAAALM(FunctionalConsultant)

We are looking for an experienced **Functional Consultant – EPM (OFSAA ALM)** to lead functional design and implementation of Asset Liability Management (ALM) solutions. The ideal candidate should have strong domain expertise in banking risk management, hands-on experience with OFSAA, and the ability to translate business requirements into effective functional solutions. ### **Key Responsibilities** ### **1\. Business Solution Design** * Lead functional design of OFSAA ALM solutions including IRRBB, PRRBB, and behavioral modeling. * Define ALM methodologies such as Gap Analysis, Duration Analysis, EaR, and EVE. * Translate business requirements into functional specifications and solution blueprints. ### **2\. Requirements Gathering & Stakeholder Management** * Collaborate with Treasury, Risk, and Finance teams to gather requirements. * Conduct workshops and act as a trusted advisor to stakeholders. * Bridge communication between business, functional, and technical teams. ### **3\. OFSAA ALM Functional Configuration** * Define product hierarchies, assumptions (prepayment, decay rates), and repricing rules. * Validate ALM rule setups and ensure alignment with business objectives. * Work closely with technical teams for system configuration. ### **4\. Regulatory & Risk Reporting** * Ensure compliance with IRRBB and liquidity regulatory frameworks. * Define reporting for NII simulations, LCR, NSFR, and stress testing scenarios. ### **5\. Data Validation & Reconciliation** * Define data mapping and validate cash flows, ALM outputs, and risk metrics. * Perform reconciliation between source systems and OFSAA outputs. ### **6\. Testing & Validation** * Lead functional testing, UAT, and system walkthroughs. * Develop test cases and validate OFSAA calculations and outputs. ### **7\. Implementation & Delivery** * Drive end-to-end functional delivery across project lifecycle. * Coordinate with business, technical, and offshore teams. * Manage timelines, scope, and deliverables.