Responsible for Treasury P&L; validation, market and counterparty risk monitoring,
regulatory reporting, ALM reporting, and ensuring robust controls, compliance, and
automation within the Treasury function.
Key Roles & Responsibilities
Monitor and validate Treasury P&L;, reconciliations, and management reporting.
Track market risk and counterparty exposure limits, investigate and escalate
breaches.
Perform independent pricing checks, rate scans, and valuation reviews.
Prepare regulatory reports and compute Market Risk Capital Charge.
Support ALM reporting and prepare risk notes for ALCO and Board meetings.
Drive process automation and strengthen controls to ensure accurate and timely
reporting.
Coordinate with Treasury Front Office, Back Office, Compliance, Risk, and Auditors.
Technical Skills
Solid knowledge of Treasury, Market Risk, ALM, and Regulatory Reporting.
Advanced Microsoft Excel skills (MIS, reconciliations, dashboards, data analysis).
Working knowledge of VBA, Python, and SQL preferred.
Understanding of RBI regulations, Basel guidelines, and Treasury products.