Risk Analyst-Treasury Mid Office

Job Title

Risk Analyst - Treasury Mid Office

Business Unit

Treasury Mid Office

Reporting To

Sr. Risk Analyst - Treasury Mid Office

Job Function and Role Type

Risk, Individual Contributor

Version No

2.0

Job Purpose

Perform MTM valuation of treasury portfolio, validate risk reports, and monitor credit/market risk limits.

Key Responsibilities

Monitoring and Reporting

Monitor and report credit/market risk and movement analysis.

Check credit exposure and market risk limits, highlight limit breaches.

Ensure error-free reporting and adherence to TAT.

Follow up with Front Office for approvals on limit breaches.

Valuation of Treasury Portfolio

Perform MTM valuation and movement analysis for treasury products.

Ensure accuracy and completeness of valuation checks.

Apply market practices for valuation of treasury products.

Regulatory Reporting

Check past performance, self-declarations, and notional limits.

Validate regulatory returns as per CRR, SLR, Basel, and other requirements.

Maintenance of Static and Market Data

Check market data maintenance from Bloomberg and Reuters.

Validate CSA margins and static limits in the system.

Provide market data to other departments.

System Implementation

Perform UAT for Treasury system implementation.

Education:

Graduation/Post-Graduation/CA; JAIIB/CAIIB preferred.

Certifications:

NCFM Certification (optional).

Key Competencies

Treasury product knowledge, regulatory guidelines, risk assessment, communication skills, proficiency in Excel/Word/PowerPoint.

Major Stakeholders

Treasury Front Office, Treasury Back Office, Market Risk, Audit, Finance, Compliance, Credit Administration.