Chartered Accountant - Treasury - Middle Office - ALM & Market Risk

Treasury Middle Office | ALM & Market Risk Location: Delhi, IN Industry: Banking & Financial Services Job Type: Full-time (on-site) Key Responsibilities: 1. Mid Office Activities (Including Front Office Support) - Preparation of Asset Liability Management (ALM) statements. - Preparation of Management MIS. - Preparation of Regulatory Reports. 2. Asset Liability Management (ALM) - Estimation of monthly / quarterly funding requirements of the firm and presentation to the Asset Liability Committee (ALCO). - Projecting and tracking Asset-Liability mismatches, including Interest Rate Sensitivity mismatches & Liquidity mismatches. - Preparation and filing of RBI ALM statements as per RBI guidelines. - Preparation of ALM statements required for Group Consolidation and other regulatory requirements. - Sensitivity analysis for Net Interest Income (NII) projections. - Obtaining deviation approvals from Board / ALCO for any deviations in Asset-Liability mismatches, if required. - Monitoring Stress Testing compliance. - Monitoring Liquidity Risk compliance. 3. Market Research - Ensuring daily and periodic dissemination of key market data and external reports to Front Office and Management. - Tracking Fixed Income Markets, Macroeconomic Data Releases & Major Indian and International events impacting financial markets. - Proactively conducting market trend analysis and assessing potential impact on Treasury activities. 4. Compliance & Governance - Tracking and updating Board-approved limits such as NOOPL, PV01, VaR, AGL and other applicable Treasury limits. - Monitoring regulatory changes and notifications impacting Treasury functions. - Supporting Internal Policy Reviews. - Coordinating with Internal Audits and RBI Audits. 5. MIS & Reporting - Preparation of regulatory reports for RBI. - Preparation of Management Reports, Presentations, and Departmental MIS. - Business Unit-wise borrowing cost estimation and analysis. Required Candidate Profile: - Chartered Accountant (CA) with 2-6 years of experience in Market Risk, Asset Liability Management (ALM), or both. - Experience within a Bank, Financial Institution (FI), or NBFC. - Excellent Presentation and Communication Skills. - Proactive approach with strong MS Office skills. - FRM qualification (if completed) would be an added advantage but is not mandatory.