Job Purpose: TA has primarily qualitative goals to meet needs of Treasury Business. Treasury analytics concentrates its effort to improve banks capability in pricing the instruments, accurate risk measurement and providing prescriptions to hedge the book. Treasury analytics utilizes available market standard pricing libraries to create derivatives pricing system.

This ensures that bank would be able to expand its product offerings in current areas such as interest rate derivatives, structured products and credit derivatives space. In order to integrate these pricing methods into bank STP system, analytics group also participates in pricing validation and customization exercise. Group provides analytics support to other groups such as trading desk, sales desk, FINCON, Audit, Market Risk, Mid office and back office in improving their processes.

Bank uses various in-house systems for reporting valuations and risk.

Treasury

Analytics ensures accuracy of valuations and system analytical numbers independently with its own resources and external validators. TA is engaged in analysis and modeling of market data to identify trading strategies, market data exceptions and system setup.

Job Responsibilities(JR) : 6 8 Areas Actionable (4-6)

Business Related

- Develop customized valuation utilities for dealers on Fixed Income and FX side. • Benchmarking of Treasury system MTM and risk numbers with Bloomberg and excel templates.



• Support Independent valuation model benchmarking with external validation firms and auditors. • Support ad-hoc requests for pricing, risk numbers for FO, MO, CMR and Financial Controls. • Create and maintain valuation models in treasury software. • Deliver / install / support pricing templates for treasury front / mid office and risk management. • Interact with dealers, risk managers and mid office for business requirement gathering. Communicate business requirements to IT and implement optimum solution.
- Develop quantitative model-based trading ideas based on book profile using tradable and regulatory allowed instruments.

Educational Qualifications (examples listed below) Key Skills (examples listed below)
- Bachelor / Masters in Statistics &

Mathematics with exposure to financial markets and risk management
- MBA Finance with undergraduate

education in Engineering / Sciences
- Chartered Accountant (CA) • Well verse with Excel spreadsheet modeling; Knowledge of mathematical software, Python and VBA is advantage. • Presentation and interpersonal skills to present analysis to the senior managers.

Experience Required (examples listed below)
- Minimum experience in years – 0-2 years

Major Stakeholders (intra team and cross functional stakeholders, who would need to be interacted with for discharging duties) (examples listed below) • Other functions • Treasury function

📌 Analyst - Treasury (Mumbai)
🏢 HDFC Bank
📍 Mumbai