Manager - Treasury Mid Office

JOB SUMMARY

- Perform the activities of treasury middle office and ensure compliance to internal policies and guidelines

- Provide inputs to CRO in assessing the risk profile of treasury operations and provide timely and accurate reports

- Review, check and ensure all internally executed deals are processed within the framework of the Bank's policies, procedures and the regulatory environment

2. PRIMARY RESPONSIBILITIES

Business

- Responsible for implementation of Treasury, ALM and Risk Management systems and interact closely with the vendors and implementation partners.

- Provide inputs to CRO in assessing the risk of all new products, fixing of limits and amendments in the relevant policies

- Prepare and recommend the department's budget by preparing analysis and data related to specific elements as directed

- Analyze and provide reports to CRO about daily trading P&L of the Bank, issuer wise, counterparty wise exposures, and the risk taken by the bank including drafting of reports and recording minutes of ALCO, Investment committee etc.

- Responsible for daily computation of CRR and SLR maintenance

- Propose and implement procedures and controls covering all activities of treasury middle office so that all relevant procedural/legislative requirements are fulfilled

Customer

- Adhere to Service Level Agreements and Turnaround time defined for Treasury middle office operations

Internal process

- Monitor the valuation of investment portfolio, computation of MTM and profit & loss of Treasury desk.

- Monitor the valuation of Domestic portfolio on a monthly basis to have correct risk measurement, monitoring and reporting in place

- Conduct intra-day rate scans and flag exceptions based on pre-defined variances to the appropriate authorities

- Liaison with Front office for market analysis and determining reasons for breaches; share ratifications with CRO

- Create client/counterparty Master creation in Treasury system and limit setup; prepare limit utilization reports and submission to appropriate authorities

- Monitor all the limits mentioned in the Investment Policy and Limit Management Framework on a daily basis and report to CRO; follow-up on action taken on limit breaches on a daily basis

- Prepare and periodically review market risk related policies and methodologies for valuation of investment portfolio products

- Validate models on a half-yearly basis to review whether the input data and assumptions used for computation of capital charge are appropriate, modelling methodology is adopted and perform back testing of models to compare the results

- Build scenarios and carry out stress testing on trading portfolio of the bank;

Learning & Performance

- Ensure adherence to training man-days/ mandatory training programs for self

- Ensure goal-setting, midyear -review and annual appraisal process happens within specified timelines for self

3. KEY INTERACTIONS (Who does this position interact with on a regular basis to perform this role?)

Internal Interface External Interface

Treasury Front Office Regulatory authorities

Treasury Back Office Internal auditors

Head - Audit External auditors

Chief Financial Officer

4. FUNCTIONAL KNOWLEDGE AND SKILLS

(Knowledge and skills needed for satisfactory performance of the job)

- Good analytical, reporting and spreadsheet skills.

- Knowledge of treasury middle office operations

- Treasury modelling knowledge

- Understanding of banking instruments, procedures and dealing practices

- Knowledge of regulatory compliance requirements

5. BEHAVIOURAL COMPETENCIES

- Accuracy and attention to detail

- Numerical ability

- Able to work accurately and under high pressure within fixed and short timeframes

- Pro-active, self-initiative approach

- Result and quality oriented

- Billing Information