Treasury Role - Mid Office Forex - Bank

Treasury - Mid office forex

- To Plan and set policies and guidelines for managing treasury forex activities including setting, monitoring risk limits and preparation and reporting of MIS to management and regulators for the Bank.

- Pioneer in setting up mid office forex desk

- Preparation and reporting of Liquidity Coverage Ratio, Net Stable Funding Ratio, Interest Rate Sensitivity, Liquidity Risk and other relevant regulatory reports in Foreign currencies

- Monitoring of Risk limits and generation of Risk Reports related to Treasury

- Rate Scan

- Forex Day-light position, NOOP, AGL-IGL

- Monitoring of rates input in the system

- Intra-day MTM & Stop Loss Tracking

- Calculation of counterparty exposure

- Monitoring, Preparation and analysis of PV01, Modified Duration

- VaR and RBS Reporting

- VaR - Back-testing

- Treasury Snapshot Report

- Dealer-wise P&L calculation

- Trading Book Risk Dashboard

- Forex Dashboard