Seniors are typically project team members who will be involved in working for any one of the
following areas:
Treasury middle office or front office or Market Risk (preferably in a bank) – The candidate must
have sound understanding of Treasury products (Forex, Derivative, Fixed income and Money
Market) with respect to valuation and pricing,
Understanding on Greeks, risk calculation, VaR, Expected shortfall, Back testing of VaR would be
preferable,
Experience in policies, procedures and regulatory reporting requirements in Treasury and Market
Risk areas will be added advantage
Seniors may play the role of team leader on some engagements with 1-3 team members reporting to
them for the project. In such cases seniors shall have responsibility of reviewing the work done
(Deliverables) by the team members
Interact with the client representatives for the ongoing requirements of the project
Consistently deliver quality client services and take charge of the project area assigned to him/her
Monitor progress as per the goals on personal and professional areas, manage risk and verify key
stakeholders are kept informed about progress and expected outcomes
Demonstrate in-depth technical capabilities and professional knowledge. Demonstrate ability to
assimilate to new knowledge
Possess good business acumen. Remain current on new developments in advisory services
capabilities and industry knowledge
The job would require travel to client locations anywhere within India and abroad
THE INDIVIDUAL
Knowledge of treasury products (Forex, Derivative, Fixed income and Money Market) with respect to
Valuation and Pricing is a must,
Experience of model validation/ Model development for treasury products and sound understanding
of financial modeling and econometrics with respect to valuation and pricing,
A sound understanding of Greeks, Risk calculation, VaR, Expected shortfall, Back testing of VaR will
be preferable,
Exposure to treasury IT systems will be preferred (e.g. Murex, Summit, Kondor Plus, Sungard,
Calypso, Numerix etc.)
Should have prior experience in risk related areas, viz., market and treasury risks
Any experience of working on regulatory reforms like FRTB, IBOR, SA-CCR, SIMM would be added
advantage
Programming skills in VBA, Python, SQL will be good addition to the profile
Should have strong communication skills with client facing experience
Strong analytical and problem-solving skills. Possess strong data analytics skills and knowledge of
advanced data analytical tools will be an advantage
Have the ability to work under pressure – stringent deadlines and tough client conditions which may
demand extended working hours. Ability to work well in teams
