Key Accountabilities:

1. Manage all treasury limits
2. Prepare transactional risk reports, revaluation reports, deal summary reports, optimal deal rate or pricing reports etc.
3. Maintain appropriate transaction detail and acknowledgement records
4. Develop and maintain documentation outlining standard procedures for conducting business
5. Ensure that deals are transacted in accordance with the authorization rules.
6. Prepare risk & treasury investment model validation reports
7. Prepare counter party risk management reports
8. Prepare asset liquidity risk and impact cost reports
9. Prepare market risk reports in absence of market risk desk.
10. Preparation and periodic review of Asset and liability management policies and liquidity risk framework, including drafting of ALCO reports
11. Liaison with Front office for market analysis and determining reasons for breaches
12. Regularly review appropriateness of the methodologies pertaining to computation of capital charge under SMM (Standardized Measurement Method) approach
13. Routinely check trader authority and reconcile that authority with the appropriate external counterparties, exchanges, brokers etc.
14. Ensure co-ordination with statutory auditors, concurrent auditors, RBI inspections officers. Internal inspection with respect to Treasury and submission of replies and compliance reports in coordination with Finance and Risk Management Department
15. Lead and support risk systems and infrastructure development efforts and maintain risk systems.
16. Monitor compliance with policies, guidelines, limits and report violations.
17. Manage the trading book structure designed to accomplish both front and back office objectives.
18. In cases of financial derivatives, should prepare exposure, basis risk and Greek measure reports etc. (The purpose should be to highlight all accounting and not just market risk aspects of treasury related transactions
19. Prepare treasury limits approval, renewal and EOL (Excess over limits) reports and have the final say over it instead of allowing the credit or the market risk desk to thrust their arbitrary opinion on the front office
20. Should check the audit trail of all transactions in conjunction with the back office
21. Should have a say on drafting of all FTP-Fund Transfer Pricing policies and other related procedural matters.
22. Provide daily reports of risk exposures (E.g. P&L position and change drivers) to the ROC
23. Perform periodic back testing and stress testing
24. Calculate MTM and risk metrices such as VaR, EaR, CFaR of portfolios on daily basis.
People
25. Drive a performance driven culture in the team by timely monitoring, review of performance parameters and feedback to the team members
26. Take overall responsibility for identification of training needs and completion of mandatory training programs/certifications for self and reportees
Any other additional responsibility could be assigned to the role holder from time to time as a standalone project or regular work. The same would be suitably represented in the Primary responsibilities and agreed between the incumbent, reporting officer and HR.

Please send your resume to [Confidential Information] with a subject line of Officer Treasury Mid Office


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