Treasury Role - Chennai, India - EMPERT CONSULTANTS PRIVATE LIMITED

    EMPERT CONSULTANTS PRIVATE LIMITED
    EMPERT CONSULTANTS PRIVATE LIMITED Chennai, India

    1 week ago

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    Description
    Treasury - Mid office forex


    To Plan and set policies and guidelines for managing treasury forex activities including setting, monitoring risk limits and preparation and reporting of MIS to management and regulators for the Bank.


    • Pioneer in setting up mid office forex desk
    • Preparation and reporting of Liquidity Coverage Ratio, Net Stable Funding Ratio, Interest Rate Sensitivity, Liquidity Risk and other relevant regulatory reports in Foreign currencies
    • Monitoring of Risk limits and generation of Risk Reports related to Treasury
    • Rate Scan
    • Forex Daylight position, NOOP, AGL-IGL
    • Monitoring of rates input in the system
    • Intraday MTM & Stop Loss Tracking
    • Calculation of counterparty exposure
    • Monitoring, Preparation and analysis of PV01, Modified Duration
    • VaR and RBS Reporting


    • VaR

    • Backtesting
    • Treasury Snapshot Report
    • Dealerwise P&L calculation
    • Trading Book Risk Dashboard
    • Forex Dashboard
    )