Treasury Risk Manager

Job Role and Responsibilities

• Manage and oversee risk management activities for the Companys Treasury Desk, including proprietary trading portfolios.
• Identify, monitor, and report key market, credit, and liquidity risks; highlight key risk exposures to senior management.
• Analyze new and existing capital market products from a risk management perspective and recommend appropriate risk mitigation measures.
• Develop, review, and enhance risk management frameworks, including risk parameters, limits, and control processes.
• Perform sensitivity analysis, stress testing, VaR computations, back testing, and option risk analysis (Greeks, Black?Scholes model, bond valuation, etc.).
• Manage risk exposure across various financial instruments including equities (cash & derivatives), government securities, corporate bonds, commercial papers, interest rate derivatives, currency derivatives, market?linked debentures, and mutual funds.
• Interact with front?office trading desks on policy changes, business proposals, and changes in the Companys risk appetite.
• Prepare MIS, dashboards, and Key Risk Indicators (KRIs) and ensure timely and accurate reporting.
• Prepare agenda notes and presentations for the Risk Management Committee and senior leadership.
  
• Coordinate with technology teams (in?house and vendors) for development, testing, and implementation of risk systems and automation initiatives.
• Support system enhancements, new system implementations, and ensure adequate testing before go?live.

Qualification

• Strong academic background with CA / BE / MBA from a reputed institute.
• CFA or FRM certification will be an added advantage.
• Relevant experience in risk management within capital markets, treasury, or financial services organizations.

Experience and Skills

• 6 -13 years of relevant experience
• Strong analytical ability to understand complex financial products, risk drivers, and business issues.
• Hands?on experience in market risk management methodologies and treasury risk frameworks.
• Sound understanding of capital market instruments and valuation techniques.
• Ability to analyze business proposals and assess their risk implications.
• Proficiency in MS Excel; ability to build MIS, models, and risk reports. Exposure to automation, macros, or coding is preferred.
• Basic understanding of credit risk, credit ratings, and rating rationale for NBFCs and corporates.
• Excellent communication skills with strong command over written and spoken English.
• Ability to work independently, manage multiple priorities, and collaborate effectively with front office, technology, and senior stakeholders.