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The job in short
Treasury mid office risk analysis.
ExcelAuditCompliance
Details
- Found
- 11 d ago · posted 2026-09-07
- Location as listed
- Mumbai
- Role
- Credit / Risk / Compliance
- Source
- The company’s own careers site
Full description
Job Title
Risk Analyst - Treasury Mid Office
Business Unit
Treasury Mid Office
Reporting To
Sr. Risk Analyst - Treasury Mid Office
Job Function and Role Type
Risk, Individual Contributor
Version No
2.0
Job Purpose
Perform MTM valuation of treasury portfolio, validate risk reports, and monitor credit/market risk limits.
Key Responsibilities
Monitoring and Reporting
Monitor and report credit/market risk and movement analysis.
Check credit exposure and market risk limits, highlight limit breaches.
Ensure error-free reporting and adherence to TAT.
Follow up with Front Office for approvals on limit breaches.
Valuation of Treasury Portfolio
Perform MTM valuation and movement analysis for treasury products.
Ensure accuracy and completeness of valuation checks.
Apply market practices for valuation of treasury products.
Regulatory Reporting
Check past performance, self-declarations, and notional limits.
Validate regulatory returns as per CRR, SLR, Basel, and other requirements.
Maintenance of Static and Market Data
Check market data maintenance from Bloomberg and Reuters.
Validate CSA margins and static limits in the system.
Provide market data to other departments.
System Implementation
Perform UAT for Treasury system implementation.
Education:
Graduation/Post-Graduation/CA; JAIIB/CAIIB preferred.
Certifications:
NCFM Certification (optional).
Key Competencies
Treasury product knowledge, regulatory guidelines, risk assessment, communication skills, proficiency in Excel/Word/PowerPoint.
Major Stakeholders
Treasury Front Office, Treasury Back Office, Market Risk, Audit, Finance, Compliance, Credit Administration.
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