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 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 experience in Market Risk, Asset Liability Management (ALM), or both within a Financial Institute, Bank, NBFC, etc.
- 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.

📌 Treasury Middle Office - Chartered Accountant (Delhi)
🏢 CHRO Consulting
📍 Delhi