Abhijit Barman
Senior ALM and Treasury Consultant
Salary / Daily rate
Paris, France
Freelance
Can come onsite
Languages
About me
Intro
ALM & Treasury specialist with 15+ years in risk management and stress testing for major banks. Delivered 9+ successful engagements including IRRBB calculations, EBA stress testing, and balance sheet forecasting for RBS and European financial institutions. Expert in regulatory compliance, NII optimization, and treasury tool validation.
Work experience
ALM,Stress Testing & Treasury
Aug 2016 - Present
10 years 3 months
Paris , Amsterdam , Zurich
ALM BUSINESS ANALYST ( One summix Risk pro, Finastra Fusion Risk, Moodys Fermat ) Treasury tool validation ( kyriba , quantum) Balance sheet forecasts EBA Stress test Back testing ALM Models Liquidity ( LCR / NSFR ) Data Warehouse (Risk / Finance)
Stress Testing Manager
RBS
Sep 2015 - Aug 2016
1 year
London, UK
RBS Group Stress Testing (PRA,EBA,Internal Stress testing ) 1) Funding Cost analysis 2) NIM analysis 3) Scenario Analysis 4) Capital Management 5) NII (FDSF, EBA) 6) Packs and Q/A with Regulator. 7) Different Pass through assumptions for different business lines
Business Consultant
Wolters Kluwer - Financial Services Solutions
Feb 2011 - Jul 2015
4 years 6 months
OneSumX Riskpro - Data foundation
Education
Télécom Paris
Master’s Degree