Treasury Middle Office - ALM & Market Risk - BFSI

Treasury Middle Office: ALM & Market Risk

Location: Delhi, IN

Industry: Banking & Financial Services

Job Type: Full-time (on-site)

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.

Required Candidate Profile:

- 2 - 6 years of experience in Market Risk, Asset Liability Management (ALM), or both.

- Experience within a Bank, Financial Institution (FI), or NBFC.

- Excellent Presentation and Communication Skills.

- Proactive approach with strong MS Office skills.