Risk Analyst-Treasury Mid Office

HDFC Bank; Maharashtra; On-site; INR 900,000 - 1,500,000; Full time

Job summary

HDFC Bank Limited is seeking a Risk Analyst for the Treasury Mid Office to perform MTM valuation, validate risk reports, and monitor credit and market risk limits. You will collaborate with Treasury Front/Back Office and various risk teams to ensure accurate movement analysis and regulatory compliance.

The role requires Graduation or higher; CA/JAIIB/CAIIB preferred, and NCFM certification is optional. Proficiency in Excel/Word/PowerPoint is essential for reporting and data analysis.

Qualifications

• Graduation or higher; JAIIB/CAIIB preferred.
• NCFM Certification (optional).
• Strong communication and analytical skills.

Responsibilities

• Monitor and report credit/market risk and movement analysis.
• Check credit exposure and market risk limits, highlight limit breaches.
• Ensure error-free reporting and adherence to TAT.
• Follow up with Front Office for approvals on limit breaches.
• Perform MTM valuation and movement analysis for treasury products.
• Ensure accuracy and completeness of valuation checks.
• Apply market practices for valuation of treasury products.
• Check past performance, self-declarations, and notional limits.
• Validate regulatory returns as per CRR, SLR, Basel, and other requirements.
• Check market data maintenance from Bloomberg and Reuters.
• Validate CSA margins and static limits in the system.
• Provide market data to other departments.
• Perform UAT for Treasury system implementation.

Education

Graduation/Post-Graduation/CA

JAIIB/CAIIB preferred

Tools

Excel

Word

PowerPoint

Job description

Role Description

• Job Title Risk Analyst - Treasury Mid Office
• Business Unit Treasury Mid Office
• Reporting To Sr. Risk Analyst - Treasury Mid Office
• Job Function and Role Type Risk, Individual Contributor
• Version No 2.0
• Job Purpose Perform MTM valuation of treasury portfolio, validate risk reports, and monitor credit/market risk limits.

Key Responsibilities

Monitoring and Reporting

• Monitor and report credit/market risk and movement analysis.
• Check credit exposure and market risk limits, highlight limit breaches.
• Ensure error-free reporting and adherence to TAT.
• Follow up with Front Office for approvals on limit breaches.

Valuation of Treasury Portfolio

• Perform MTM valuation and movement analysis for treasury products.
• Ensure accuracy and completeness of valuation checks.
• Apply market practices for valuation of treasury products.

Regulatory Reporting

• Check past performance, self-declarations, and notional limits.
• Validate regulatory returns as per CRR, SLR, Basel, and other requirements.

Maintenance of Static and Market Data

• Check market data maintenance from Bloomberg and Reuters.
• Validate CSA margins and static limits in the system.
• Provide market data to other departments.

System Implementation

• Perform UAT for Treasury system implementation.

Education

Graduation/Post-Graduation/CA; JAIIB/CAIIB preferred.

Certifications

NCFM Certification (optional).

Key Competencies

Treasury product knowledge, regulatory guidelines, risk assessment, communication skills, proficiency in Excel/Word/PowerPoint.

Major Stakeholders

Treasury Front Office, Treasury Back Office, Market Risk, Audit, Finance, Compliance, Credit Administration.