Treasury Mid Office Role - Balance Sheet Risk & ALCO Governance - NBFC/Bank

Key Responsibilities

1. Balance Sheet & Risk Management

- Design, evaluate, and enhance balance sheet strategies to effectively manage liquidity and market risks within the risk limits defined by ALCO.

- Establish and maintain a robust risk and control framework covering both liquidity and market risk areas.

- Compute and validate regulatory liquidity ratios such as SLS, IRS, and LCR for submission to regulators and internal stakeholders.

- Perform sensitivity analysis, scenario analysis, and stress testing to support planning, MIS reporting, and ALCO decision-making.

2. ALCO Governance & Reporting

- Assist in organizing and driving monthly ALCO meetings, including preparation of presentations and coordination with various stakeholders for agenda finalization.

- Develop business case proposals for new initiatives and products to be presented before ALCO.

- Lead the preparation of treasury MIS packs, including Board reports, due diligence documents, and investor presentation materials.

3. Independent Valuation & Controls

- Carry out independent valuation and validation of treasury instruments such as IRS, FX Forwards, FX Swaps, Bonds, Options, and OIS.

- Ensure treasury operations adhere to internal policies, regulatory guidelines, and industry best practices.

- Review treasury policies on a periodic basis and suggest improvements to enhance controls and operational efficiency.

4. Audit & Compliance Oversight

- Manage and coordinate internal as well as external audits related to treasury functions.

- Assist in reviewing, investigating, and closing audit observations within defined timelines.

Key Competencies

- Minimum 7+ years of experience across treasury functions such as Mid Office, ALM, Debt Market, or Money Market, preferably within a leading NBFC or Commercial Bank.

- In-depth understanding of liquidity risk, market risk, and ALM concepts.

- Strong knowledge of treasury products along with their valuation techniques.

- Excellent analytical ability and proficiency in financial modeling.

- Strong attention to detail with a governance-driven approach.

- Effective stakeholder management and communication skills.

- Professional certifications in treasury such as ACI or FRM will be an added advantage.