Assistant Manager, Treasury Credit Risk

Job description / Role

The job holder is responsible for working as part of specialist functional team responsible for Treasury Credit Risk. Treasury Credit Risk is primarily engaged in credit risk governance and monitoring of transactions associated with Global Markets and Trading Unit.

Main Tasks:

- Assist with development & implementation of Treasury Credit Risk Management framework (covering all treasury products including Repo, FX and Derivatives, Issuer Risk, Settlement Risk etc.)
- Help develop Credit and Group Risk Committee notes required for better risk management
- Work with IT/BO and FO stakeholders to ensure all data aspects associated with Client Appropriateness and Suitability or Product Appropriateness and Suitability are properly captured in treasury s stems and reports
- Assist with development & implementation of an updated Counterparty Credit Risk Methodology for key CCR parameters (PFE and EE)
- As part of methodology update, work with all key stakeholders (GCD/FO and MO) to setup a governance framework around exposure computation and other CCR methodology aspects
- Work with MTCR team to ensure periodic methodology parameter updates are performed effectively
- Work with MTCR team to ensure impact analysis and other ad-hoc analysis is presented and discussed with all stakeholders prior to significant parameter changes
- Assist in development of Product and Models approval framework to capture all key aspects associated with GM&T enabled products and risk models
- Assist with ensuring appropriateness of MTCR methodology, models & parameters to the business and/or asset class.
- Help develop, implement, and document the methodology, models & parameters validation, monitoring and maintenance framework for market & Treasury Credit Risk.
- Participate in design, testing and implementation of system enhancements requiring Treasury Credit Risk engagement towards enhancing existing systems, processes and controls.
- Work with all stakeholders on all treasury related projects including new product setup, new methodology setup, system upgrades etc
- Work with IT on preparation and review of BRD and FSD associated with all new project initiatives
- Work with IT to implement the updated PFE methodology in system and ensure all system development requirements are captured for successful rollout of PFE methodology
- Work with IT to ensure successful rollout of all Post Go Live Issues with ERS
- Ensure that the unit's deliverables towards project/milestones deadlines are met within a framework of good governance controls requirements and with proper project management practices,
- Participate in Project Working Groups as called for as a key stakeholder.
- Develop tools for in house portfolio analytics from TCR perspective. Help in identification of key concentration risks, jump risk and any other ad hoc analysis required as per market movements
- Help the team identify counterparty credit risks in various business/asset classes to all counterparties and build appropriate risk measures to assess the identified risk.
- Help in the review and approval of new product, business proposals from an Treasury Credit Risk perspective

Requirements

Key Requirement:

- Over 3 years relevant experience in large international banking organizations or other financial institutions like Brokerage House or Investment Banks Good analytical capabilities. Good grasp of financial mathematics, products and markets.
- Strong Asset class Knowledge: All approved asset classes that the Global Markets and Treasury deals in, such as FX, Fixed Income, Rates Commodities, Credit, Precious Metals etc.
- Experience of working in a fast paced trading floor environment and having dealt with Trading, Sales, Structuring and Credit functions
- Graduate qualifications in Business, Finance, Engineering, Mathematics, Economics, Statistics or a related quantitative field of study. CFA/FRM desirable.

About the Company

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Who we are.

We are a team of industry experts, driven by a passion for innovation and excellence. We are dedicated to providing unique talent solutions and nurturing collaborative partnerships that redefine success.