Risk Analyst-Treasury Mid Office

HDFC Bank Limited; Mumbai; On-site; INR 1,200,000 - 1,800,000; Full time

Job summary

HDFC Bank Limited is seeking a Risk Analyst for the Treasury Mid Office. The role focuses on MTM valuation of the treasury portfolio, validating risk reports, and monitoring credit and market risk limits. You will interact with Treasury Front Office, Back Office, and Compliance to ensure accurate risk reporting.

The ideal candidate holds graduation or higher, CA considered, and has familiarity with regulatory guidelines and Excel/PowerPoint. JAIIB/CAIIB is preferred.

Qualifications

• Graduation or higher; CA considered.
• JAIIB/CAIIB preferred.
• Experience with MTM valuation and risk reporting is desirable.

Responsibilities

• Monitor and report credit/market risk and movement analysis.
• Check credit exposure and market risk limits; flag breaches.
• Ensure accurate reporting and adherence to turnaround times.
• Coordinate with Front Office for approvals on limit breaches.
• Perform MTM valuation and validation of treasury portfolios.
• Validate regulatory returns per CRR, SLR, Basel and related rules.
• Manage market data from Bloomberg/Reuters and CSA margins.
• Support UAT and system implementation in treasury.

Skills

Treasury product knowledge

Regulatory guidelines

Risk assessment

Communication skills

Excel/Word/PowerPoint

Education

Graduation/Post-Graduation/CA

JAIIB/CAIIB preferred

Job 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.

Required Skills

Refer to the Job Description