Team Member - Treasury Mid Office

Key Responsibilities -

○ Examine mapping of products of the business departments to market risk factors

○ Examine proposal for introduction of a new Treasury product from the market risk

perspective

○ Recommend setting up appropriate market risk limits for different risk positions

○ Validate valuation methodology of the new product and any changes to be made in

existing products

○ Conduct scenario analysis of trading portfolio and stress testing exercise

○ Measure, monitor and report market risk inherent in any investment or trading

position/ portfolio of the Bank as per market & Risk Management policy and TRAS

○ Any breach of limits to be reported by Mid Officer to the senior management

○ Assess compliance of the positions vis-a-vis the approved limits

○ Submit regulatory returns assigned to Treasury

○ Computation of daily capital requirement as per standardized approach for trading book

○ The team member should also appraise top management/ ALCO/ Treasury department

about the total market risk exposure assumed by the bank

Qualifications -

• MBA/PGDM/CA/ICWA or other similar qualification.
• Minimum 5 years experience in the Treasury Middle Office / Market Risk/ ALM function.
• Understanding of regulatory frameworks related to liquidity and capital requirements.
• Knowledge of risk management tools and techniques