Functional Consultant – OFSAA ALM (EPM)

About the role

We are looking for an experienced Functional Consultant – EPM (OFSAA ALM) to lead the functional design and implementation of Asset‑Liability Management (ALM) solutions. The role requires strong banking risk‑management expertise, hands‑on experience with the OFSAA ALM module and the ability to translate business requirements into functional specifications.

Key responsibilities

• Gather and analyse business requirements, manage stakeholders and conduct workshops.
• Configure OFSAA ALM functional settings, including IRRBB, PRRBB and behavioural modelling.
• Define ALM methodologies such as Gap Analysis, Duration Analysis, EaR and EVE.
• Validate data, reconcile source systems with OFSAA outputs and ensure regulatory compliance (LCR, NSFR, IRRBB).
• Lead functional testing, UAT and system walkthroughs, develop test cases and validate calculations.
• Deliver end‑to‑end functional solutions, coordinate with technical and offshore teams and produce documentation (BRD, FSD, data mapping).

Required profile

• Hands‑on experience with the OFSAA ALM functional module.
• Expertise in IRRBB and PRRBB frameworks.
• Good understanding of banking products such as loans, deposits and derivatives.
• Experience with ALM methodologies (Gap, Duration, EaR, EVE).
• Knowledge of liquidity‑risk metrics (LCR, NSFR).
• Strong stakeholder management and communication skills.

Required skills

• OFSAA ALM
• IRRBB
• PRRBB
• Liquidity Risk
• Gap Analysis
• Duration Analysis
• Earnings at Risk (EaR)
• EVE