Treasury Market Risk

Skillventory; Mumbai; On-site; INR 1,200,000 - 1,800,000; Full time

Job summary

Skillventory in Mumbai seeks a Treasury Risk & Middle Office professional to independently validate front office trades and monitor risk exposure across FX, IR, and counterparty credit. The role emphasizes policy governance, ALCO reporting, regulatory filings, and system controls within the Treasury Management System (TMS).

You will drive digitisation initiatives for the mid-office treasury function and prepare data-driven dashboards for risk metrics, ensuring timely compliance and alignment

Qualifications

• Independent validation of Front Office trades and monitoring of FX, interest rate, and counterparty risk.
• Draft and update Treasury risk management policies and ensure alignment with DoA.
• Prepare data-driven ALCO reports and performance decks for risk oversight.

Responsibilities

• Validate front office trades and monitor risk exposures (FX, IR, counterparty).
• Draft and govern Treasury risk policies; ensure DoA alignment across Middle Office.
• Prepare ALCO materials and present risk metrics to committees with dashboards.

Skills

Risk Monitoring

Policy Drafting

ALCO Reporting

Regulatory Compliance

Treasury Systems

Tools

Treasury Management System (TMS)

Job description

• Risk Monitoring: Perform independent validation of Front Office trades and track daily

FX, interest rate, and counterparty credit risk exposures.

• Policy Drafting & Governance: Draft and update Treasury risk management policies,

ensuring all Middle Office frameworks align with internal delegation of authority (DoA).

ALCO Presentations: Prepare data‑driven reports and performance decks for Asset

Liability Committee (ALCO) meetings, highlighting risk metrics and limit compliance.

Audit Handling: Serve as the primary Middle Office point of contact for internal and

external auditors, managing data requests and addressing compliance queries.

Regulatory Filings: Compile, verify, and submit all required statutory and regulatory

Treasury filings accurately and within deadlines.

• System Controls & Reporting: Administer the Treasury Management System (TMS)

and generate daily/weekly compliance KPIs and risk reports for the Head of Treasury.

Digitisation: Drive digitisation initiatives for the mid office treasury function.Role & responsibilities