Treasury Middle Office Manager-Mumbai-BKC

24 hours ago


Mumbai, Maharashtra, India Acura Solution Full time ₹ 12,00,000 - ₹ 36,00,000 per year


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.

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



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