Job Description
Our Client, a Leading Bank is looking out for Manager/ AVP - Treasury Market Risk - Mid Office to be based at Mumbai.
We are looking at MBA with 6-12 years' experience in Treasury Market Risk - Mid Office in a Bank.
Job Description
- Assess risk management systems problems and comply with market risk policies
- Comply with SLA for delivery of risk reports
- Ensure strict compliance of RBI and other regulatory guidelines
- Responsible for computation of Forex Gaps (AGL & IGL) and Positions reports, NOOPL, Country risk and reporting to RBI and Senior Management
- Responsible for Daily and monthly valuation of different Treasury Products (Bonds, FX, derivatives (Interest Swap, Currency Swap option etc) in line with regulatory guidelines.
- Computation and monitoring of various Positions/risk utilisations and strictly adhering to risk management framework of the Bank
- Monitoring Country risk limits and counter party risk limits
- Validation and reporting of Treasury P&L of the Bank
- Responsible for carry out of currencies rate-scan and other control checks set up by the middle office team
- Active coordination with Treasury Front office, Back-office operations, Audit and IT for the above responsibilities
- Aptitude for picking up additional responsibilities within the department
- Gather Latest Market intelligence and track and benchmark against best practices in competitor banks
- Audit: - Ensuring compliance with regulatory requirements pertaining to Market Risk including forex risk (RBI Audit, Concurrent Audit, HO Audit and Statutory Audit).
- Policies: - Review and maintenance of Market Risk management Policy and Stress Testing Policy.
- Computing and Monitoring VAR limits for all investment products including FX exposure.
- Capture and share best- practice knowledge amongst the team
- Should understand Treasury products, Debt and Forex markets, risk sensitivities and factors
- Should be proficient in Excel
- Knowledge and implementation of Treasury/Risk systems would be an advantage
- Certification in Forex domain will be preferred
We are looking at MBA with 6-12 years' experience in Treasury Market Risk - Mid Office in a Bank.
Job Description
- Assess risk management systems problems and comply with market risk policies
- Comply with SLA for delivery of risk reports
- Ensure strict compliance of RBI and other regulatory guidelines
- Responsible for computation of Forex Gaps (AGL & IGL) and Positions reports, NOOPL, Country risk and reporting to RBI and Senior Management
- Responsible for Daily and monthly valuation of different Treasury Products (Bonds, FX, derivatives (Interest Swap, Currency Swap option etc) in line with regulatory guidelines.
- Computation and monitoring of various Positions/risk utilisations and strictly adhering to risk management framework of the Bank
- Monitoring Country risk limits and counter party risk limits
- Validation and reporting of Treasury P&L of the Bank
- Responsible for carry out of currencies rate-scan and other control checks set up by the middle office team
- Active coordination with Treasury Front office, Back-office operations, Audit and IT for the above responsibilities
- Aptitude for picking up additional responsibilities within the department
- Gather Latest Market intelligence and track and benchmark against best practices in competitor banks
- Audit: - Ensuring compliance with regulatory requirements pertaining to Market Risk including forex risk (RBI Audit, Concurrent Audit, HO Audit and Statutory Audit).
- Policies: - Review and maintenance of Market Risk management Policy and Stress Testing Policy.
- Computing and Monitoring VAR limits for all investment products including FX exposure.
- Capture and share best- practice knowledge amongst the team
- Should understand Treasury products, Debt and Forex markets, risk sensitivities and factors
- Should be proficient in Excel
- Knowledge and implementation of Treasury/Risk systems would be an advantage
- Certification in Forex domain will be preferred
💡 Quick Summary
Seeking a career-building opportunity? The Manager|AVP | Treasury Market Risk | Mid Office | Bank |6|12 yrs position is now open for candidates interested in the Bank Jobs sector. This role in Mumbai, offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.
