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Risk Analyst-Treasury Mid Office

3.00 to 4.00 Years   Mumbai City   09 Mar, 2021
HDFC Bank Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaFinance / Accounts / Tax,Risk / Underwriting
EmploymentTypeFull-time

Job Description

  • Monitoring and reporting of credit / market risk and movement analysis.
  • Checking ofcredit exposure / monitoring market risk limits report and highlighting limit excess cases and performing movement analysis for market risk report.
  • Ensure error free reporting and adherence of TAT.
  • Sound knowledge of risk monitoring tools like Present value of one basis point, Value at Risk, Duration and Stop loss Trigger Level Limits.
  • Follow up with Front Office/Business for getting the necessary approvals/ratifications for limit excess.
  • Handling routine audit (internal)& market risk queries.
  • Conduct business continuity plan testing from DR site.
  • Valuation of Treasury Portfolio.
  • To undertake MTM valuation and movement analysis of the Treasury Products such as; - Investments (SLR and Non SLR), Syndicated loans, - Foreign Exchange and - Derivatives.
  • Perform requisite checks to ensure accuracy and completeness.
  • Sound knowledge of market practices about valuation of various treasury products including government securities, bonds & debentures, discounted instruments, securitization products, equity and instruments with special features.
  • Regulatory reporting.
  • Checking of past performance / self-declaration / notional limits of the clients, Checking of regulatory returns/ data as per the regulatory requirement such as CRR SLR maintenance, , Basel Capital Adequacy requirements, PDR II, Short sell, NOPL, AGIG etc.
  • Maintenance of Static data / Market data / limits in treasury system.
  • Checking of market data maintenance required for valuation of treasury portfolio fetched in Treasury core system from platforms like Bloomberg and Reuters.
  • Checking of CSA margin.
  • Checking of market data provided to other department.
  • Checking of static limits and counterparty data in the system System Implementation.
  • Performing UAT for Treasury system implementation.
Skills
  • Good verbal & written communication and presentation skills.
  • Proficient with Excel / Word / PowerPoint and computer application.
  • Should have in depth knowledge of Treasury products and regulatory guidelines.
  • Understanding of risks associated with various Treasury products.
  • Should have worked on Bloomberg, Reuters and other market data terminals.
QualificationsGraduation / Post-Graduation / CA JAIIB / CAIIB (Preferred) NCFM Certification (Optional),

Keyskills :
market datamusic makingstop lossforeign exchangevalue at riskfixed income derivativesmarket riskfinancereportingrisk monitoringmonitoring toolsriskunderwritingstatic datarisk management

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