Job Description:
Treasury Middle-Office (TMO) functions including:
Treasury P&L; calculation, attribution, reconciliations and management reporting
Monitoring & reporting of Market Risk Limits
Counterparty exposure monitoring
Performing Stress Testing, Scenario Analysis, Rate Scan
Market Risk Capital Charge Computation
Regulatory Reporting for Market Risk including RBS, RBI Stress Testing etc
Risk Notes to the ALCO and Board of Directors
ALM reporting
The manager is expected to ensure the following:
Accuracy of all TMO monitoring & reporting {Aim must be ‘zero error’. All possible checks and controls must be ensured. Constant drive to automate & remove manual interventions}
Timeliness {Constant drive to make reporting faster. Strive towards real-time reporting}
Efficiency {achieve more with less}
Reduce person-dependency in the TMO team by building back-ups within the team and meticulous documentation of all processes.
TMO Monitoring & reporting must be designed to provide insights to management
Compliance with all regulatory & Bank policy requirements. The department must ensure best performance in all audits and regulatory assessments/inspections.
Constantly benchmarking with industry best-practices.
The manager must constantly re-engineering Treasury Middle-Office processes.
Functional leadership in IT Automation projects for Treasury Middle-Office
Ensuring compliance of Treasury with all regulatory guidelines
Liaison with Regulators, Internal, Statutory and Concurrent Auditors and ensuring that Treasury Middle Office meet all requirements