Treasury Risk Manager

About the job

Job Role and Responsibilities • Manage and oversee risk management activities for the Company’s Treasury Desk, including proprietary trading portfolios. • Identify, monitor, and report key market, credit, and liquidity risks; highlight key risk exposures to senior management. • Analyze new and existing capital market products from a risk management perspective and recommend appropriate risk mitigation measures. • Develop, review, and enhance risk management frameworks, including risk parameters, limits, and control processes. • Perform sensitivity analysis, stress testing, VaR computations, back testing, and option risk analysis (Greeks, Black‑Scholes model, bond valuation, etc.). • Manage risk exposure across various financial instruments including equities (cash & derivatives), government securities, corporate bonds, commercial papers, interest rate derivatives, currency derivatives, market‑linked debentures, and mutual funds. • Interact with front‑office trading desks on policy changes, business proposals, and changes in the Company’s risk appetite. • Prepare MIS, dashboards, and Key Risk Indicators (KRIs) and ensure timely and accurate reporting. • Prepare agenda notes and presentations for the Risk Management Committee and senior leadership. • Coordinate with technology teams (in‑house and vendors) for development, testing, and implementation of risk systems and automation initiatives. • Support system enhancements, new system implementations, and ensure adequate testing before go‑live. Qualification • Strong academic background with CA / BE / MBA from a reputed institute. • CFA or FRM certification will be an added advantage. • Relevant experience in risk management within capital markets, treasury, or financial services organizations. Experience and Skills • 6 -13 years of relevant experience • Strong analytical ability to understand complex financial products, risk drivers, and business issues. • Hands‑on experience in market risk management methodologies and treasury risk frameworks. • Sound understanding of capital market instruments and valuation techniques. • Ability to analyze business proposals and assess their risk implications. • Proficiency in MS Excel; ability to build MIS, models, and risk reports. Exposure to automation, macros, or coding is preferred. • Basic understanding of credit risk, credit ratings, and rating rationale for NBFCs and corporates. • Excellent communication skills with strong command over written and spoken English. • Ability to work independently, manage multiple priorities, and collaborate effectively with front office, technology, and senior stakeholders.

Qualifications

• CA
• BE
• MBA
• CFA
• FRM certification (added advantage)