Treasury Analytics Role

HDFC Bank is looking for analytical and detail-oriented professionals to join its Treasury Analytics team.

The team works closely with Treasury dealers, risk managers, and mid-office teams to support pricing, valuation, risk measurement, and quantitative model development across Treasury products.

This role offers an opportunity to apply financial knowledge, quantitative reasoning, and analytical tools to real-world Treasury operations, market risk management, and financial product valuation.

Key Responsibilities:

- Treasury Product Valuation: Support the valuation and mark-to-market (MTM) measurement of Treasury products and financial instruments.

- Pricing Support: Assist Treasury dealers with pricing requests by performing financial analysis, validating inputs, and evaluating relevant market parameters.

- Risk Measurement: Calculate, analyze, and benchmark risk metrics and MTM numbers to ensure accuracy and consistency.

- Model Development: Assist in developing, testing, validating, and enhancing quantitative models used for pricing, valuation, and risk measurement.

- Analytical Reporting: Prepare reports, perform data analysis, and provide actionable insights to support Treasury decision-making.

- System Enhancement: Collaborate with technology and business teams to improve analytical tools, automate processes, and enhance Treasury systems.

- Quantitative Analysis: Research market trends, analyze financial data, and support the development of quantitative trading strategies and ideas.

- Stakeholder Collaboration: Work closely with Treasury dealers, risk managers, and mid-office teams to address analytical requirements and resolve discrepancies.

- Data Validation: Ensure the accuracy, integrity, and consistency of financial data, model outputs, and valuation reports.

- Process Improvement: Identify opportunities to streamline analytical workflows through automation and improved analytical methodologies.

Required Qualifications:

- Full-time MBA in Finance from a premium institute or Chartered Accountant (CA).

- 0 - 2 years of relevant experience in Treasury, financial analytics, risk management, valuation, or quantitative analysis; freshers with strong analytical capabilities may also be considered.

- Strong understanding of financial markets, financial instruments, and core finance concepts.

- Excellent analytical, numerical, and problem-solving skills.

- Proficiency in Microsoft Excel, including financial calculations, data analysis, and reporting.

- Strong attention to detail and the ability to work with complex financial data.

- Good communication and stakeholder management skills.

- Ability to work collaboratively in a fast-paced banking and Treasury environment.

Preferred Skills:

- Basic knowledge of Python, VBA, or other programming tools for financial analysis and process automation.

- Familiarity with mark-to-market valuation, financial derivatives, fixed-income securities, foreign exchange, or money market instruments.

- Understanding of market risk concepts, valuation methodologies, and quantitative modelling.

- Exposure to statistical analysis, financial modelling, or algorithmic and quantitative trading concepts.

- Knowledge of financial data analysis and automation techniques