Treasury Middle Office | ALM & Market Risk
Location: Delhi, IN
Industry: Banking & Financial Services
Job Type: Full-time (in office)

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 equirements.
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
Certified Chartered Accountant (CA), preferably Rank Holders.
0-1 year of

📌 Treasury Middle Office (India)
🏢 CHRO Consulting
📍 India