Treasury Middle Office Manager-Mumbai-BKC

Job Description:

1. Treasury Middle-Office (TMO) functions including:
   • Treasury P&L calculation, attribution, reconciliations and management reporting
   • Monitoring & reporting of Market Risk Limits
   • Counterparty exposure monitoring
   • Performing Stress Testing, Scenario Analysis, Rate Scan
   • Market Risk Capital Charge Computation
   • Regulatory Reporting for Market Risk including RBS, RBI Stress Testing etc
   • Risk Notes to the ALCO and Board of Directors
   • ALM reporting

The manager is expected to ensure the following:

• Accuracy of all TMO monitoring & reporting {Aim must be ‘zero error’. All possible checks and controls must be ensured. Constant drive to automate & remove manual interventions}
• Timeliness {Constant drive to make reporting faster. Strive towards real-time reporting}
• Efficiency {achieve more with less}
• Reduce person-dependency in the TMO team by building back-ups within the team and meticulous documentation of all processes.
• TMO Monitoring & reporting must be designed to provide insights to management
• Compliance with all regulatory & Bank policy requirements. The department must ensure best performance in all audits and regulatory assessments/inspections.
• Constantly benchmarking with industry best-practices.

2. The manager must constantly re-engineering Treasury Middle-Office processes.
3. Functional leadership in IT Automation projects for Treasury Middle-Office
4. Ensuring compliance of Treasury with all regulatory guidelines
5. Liaison with Regulators, Internal, Statutory and Concurrent Auditors and ensuring that Treasury Middle Office meet all requirements