Treasury Risk Manager

3 days ago


Bhavnagar, Gujarat, India beBeeMarketRisk Full time ₹ 21,47,400 - ₹ 30,15,200
Market Risk Specialist Job Description">

This role involves overseeing specialized risk management functions within the Enterprise Risk Management practice of a financial institution. Key responsibilities include establishing policies for monitoring treasury/investment/ALM/liquidity risk, valuing treasury portfolios, and implementing capital charge and counterparty risk charge.

The ideal candidate will have experience with ALM/Market Risk systems and be proficient in stress testing liquidity and interest rate risk. They will also have knowledge of ICAAP, RAROC, FTP methodologies, and RAS.

Key Responsibilities:
  • Develop and implement policies for monitoring treasury/investment/ALM/liquidity risk
  • Value treasury portfolios, including forex, fixed income, derivatives, equity, and others
  • Provide independent mid-office monitoring support on NOP, fixed income, FIG, derivatives, limit monitoring, etc.
  • Monitor hedge effectiveness on a periodic basis
  • Implement and calculate capital charge and counterparty risk charge
  • Perform technical analysis of equities, bonds, and money market funds
  • Conduct limit monitoring for treasury activities
  • Reconcile MTM with counterparty banks for derivatives deals and make/respond to margin calls

Benefits: The successful candidate will receive competitive compensation and benefits package, as well as opportunities for career growth and professional development.



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