The Assistant Manager, Treasury Middle Office is responsible for monitoring, controlling, and reporting treasury-related risks, ensuring compliance with regulatory requirements, and maintaining oversight of treasury operations. The role ensures effective management of liquidity, interest rate, and market risks while supporting treasury governance and policy implementation. This role ensures compliance with internal risk policies, regulatory requirements, and industry best practices while providing insights to support treasury decision-making.

Key Responsibilities

• Liaise with subsidiary Treasury office representatives on a regular basis to give guidance and support on risk control and management activities in accordance with the market risk policy and the treasury policies and procedures manual.
• Ensure accurate valuation of treasury positions and compliance with regulatory reporting requirements.
• Perform independent risk oversight of treasury transactions, ensuring adherence to approved policies and risk appetite.
• Oversight of all Subsidiary Treasury operations and ensuring that all activities carried out are in line with the group’s strategic objectives.
• To mentor, impart and cascade critical knowledge and skills to treasury staff within the subsidiaries.
• Monitoring adherence of all risk management policies and procedures and reporting of exceptions.
• Review the correctness of the market data loaded in treasury software and take ownership of maintained historical database on yields, exchange rates, volatilities etc.
• Revalue and mark to market of portfolios.
• Carrying out market analysis and articulating short-term views regarding the bank’s risk profile.
• Participating in risk assessment of new products before dealing is approved.
• Development of robust valuation and risk measurement models for various trading products.
• Daily monitoring of stop loss, dealer limits, tenure limit, counterparty limits etc.
• Daily monitoring of the blotters on deals booked and advising on any findings.
• Effectively support and supervise the risk profile of dealers’ positions, in line with internal and external risk management and regulatory imperatives.
• Maintain, monitor and report individual dealer, counterparty and open market limits utilization and violations.
• Query and comment on fixed income trades at the point of initiation. Identify the justifications, pricing & stop loss limits before the trade is confirmed.
• Mitigate settlement risks by checking and verifying deal tickets details and highlighting any discrepancies.
• Query and analyze the Treasury P&L to establish trends and deviations from the norm. Investigate further the causes of any significant deviations from the trend and report to head of risk, treasury, and finance

Qualifications

Qualifications And Experience

• Undergraduate degree in business related field
• ACI operations qualification
• Professional qualifications in Risk from a recognized professional body is an added advantage
• Relevant treasury front/bank office experience of 3 years