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.