Treasury Middle Office | ALM & Market Risk
Location: Delhi, IN
Industry: Banking & Financial Services
Job Type: Full-time (in office)
CA freshers are welcome
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
• requirements.
• 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.