Bajaj Allianz - Manager - Middle Office

- Activities related to Investment Mid office including Monitoring Regulatory / Internal compliance and Reporting. Exposure to interest rate derivatives Risk measures (i.e. VaR, Stress testing) analysis.

- Ensuring compliance with Investments related regulatory and internal policies

- Daily regulatory and internal limits monitoring

- Timely and accurate investment related regulatory & management reporting

- Monitoring trades and stop loss

- Liquidity risk monitoring

- Concentration risk monitoring

- Credit risk and stressed asset monitoring

- Credit review monitoring

- Fund performance monitoring including monthly fact sheet and attribution analysis

- Guarantee MIS

- Stewardship compliance and voting trend analysis

- Concurrent audit, IRMS audit, ITGC audit related co-ordination

- SAP FAM module functional enhancements including derivatives module

- Liaison with Investment Front Office, Auditors and other stake holders.

- Managing all activities related to interest rate derivatives operations & compliance

- Monitoring pre-deal activities derivative transactions

- Preparation of daily/Monthly derivatives dashboard along with analysis for CFO