Chartered Accountant - Treasury - Middle Office - ALM & Market Risk

Treasury Middle Office | ALM & Market Risk

Location: Delhi, IN

Industry: Banking & Financial Services

Job Type: Full-time (on-site)

Key Responsibilities:

1. Mid Office Activities (Including Front Office Support)

• Preparation of Asset Liability Management (ALM) statements.
• Preparation of Management MIS.
• Preparation of Regulatory Reports.

2. Asset Liability Management (ALM)

• Estimation of monthly / quarterly funding requirements of the firm and presentation to the Asset Liability Committee (ALCO).
• Projecting and tracking Asset-Liability mismatches, including Interest Rate Sensitivity mismatches & Liquidity mismatches.
• Preparation and filing of RBI ALM statements as per RBI guidelines.
• Preparation of ALM statements required for Group Consolidation and other regulatory requirements.
• Sensitivity analysis for Net Interest Income (NII) projections.
• Obtaining deviation approvals from Board / ALCO for any deviations in Asset-Liability mismatches, if required.
• Monitoring Stress Testing compliance.
• Monitoring Liquidity Risk compliance.

3. Market Research

• Ensuring daily and periodic dissemination of key market data and external reports to Front Office and Management.
• Tracking Fixed Income Markets, Macroeconomic Data Releases & Major Indian and International events impacting financial markets.
• Proactively conducting market trend analysis and assessing potential impact on Treasury activities.

4. Compliance & Governance

• Tracking and updating Board-approved limits such as NOOPL, PV01, VaR, AGL and other applicable Treasury limits.
• Monitoring regulatory changes and notifications impacting Treasury functions.
• Supporting Internal Policy Reviews.
• Coordinating with Internal Audits and RBI Audits.

5. MIS & Reporting

• Preparation of regulatory reports for RBI.
• Preparation of Management Reports, Presentations, and Departmental MIS.
• Business Unit-wise borrowing cost estimation and analysis.

Required Candidate Profile:

• Chartered Accountant (CA) with 2-6 years of experience in Market Risk, Asset Liability Management (ALM), or both.
• Experience within a Bank, Financial Institution (FI), or NBFC.
• Excellent Presentation and Communication Skills.
• Proactive approach with strong MS Office skills.
• FRM qualification (if completed) would be an added advantage but is not mandatory.