Assistant Manager - Market Risk & Treasury Middle Office

Job Description

What You Will Be Doing

• Monitor daily market risk exposures across IR, FX, Equity, Commodity, Basis, and Credit Spread risks.
• Calculate, validate, and analyze VaR, DV01, sensitivities, duration, and stop loss utilization.
• Track compliance with Board‑approved Market Risk Appetite and Treasury limits.
• Perform independent fair value assessment of investment and treasury portfolios.
• Monitor credit spreads, market movements, concentrations, and liquidity indicators.
• Ensure front office adherence to treasury policies, mandates, controls, and regulations.
• Conduct independent price verification (IPV) and validate pricing models and CVA adjustments.
• Produce daily dashboards and management reports for senior management and committees.
• Perform stress testing and scenario analysis including rate shocks, spread widening, and FX volatility.
• Review trade bookings and perform daily P&L attribution and variance analysis.
• Support audits, regulatory reviews, and operational risk governance with robust documentation.
• Drive system enhancements, automation, and data quality improvements in risk reporting.

What You Should Have

• Master's Degree with relevant specialization
• CFA – Chartered Financial Analyst, FRM – Financial Risk Manager or PRM – Professional Risk Manager certification
• Work Experience of 3+ years in Risk domain of a reputed Bank, in ALM & quantitative modelling.
• Educational Background in any Economics is an added benefit.

What We Are Looking For

• Knowledge of Treasury Products and Financial Markets with focus in Market Risk, Valuations and Models
• Knowledge of Quantitative modelling and its validation.
• Knowledge of statistical software of SAS and/or R or Python is an added advantage.
• Advance understanding of Excel , Power BI, AI , M365 Co Pilot etc
• Strong understanding of market risk measurement and valuation methodologies.
• Proficiency in treasury products, pricing models, and risk systems.
• Excellent analytical, investigative, and problem‑solving skills.
• Ability to communicate complex risk concepts to senior stakeholders.
• High attention to detail, governance orientation, and control mindset.

What’s In It For You

• Pay for performance culture (Competitive and performance-linked compensation)
• Diverse workforce and inclusive culture
• Career development and growth opportunities by design
• Work with the best minds in the field
• Get opportunities to bring your whole self to the organization and perform to your best.