Treasury Risk and Control Specialist

Team Member-Treasury

Responsibilities

1. Risk Management, Limit Monitoring & System Implementation

• Limit Setup & Monitoring: Set up, monitor, and enforce exposure and stop-loss limits across treasury activities, providing regular performance and utilization reports to senior leadership.
• Breach Management: In the event of an exposure or stop-loss limit breach, proactively seek immediate trade ratification and formulate a concrete action plan to bring utilization back within limits. Report breach summaries and subsequent progress to senior management.
• Risk Analytics: Analyze and control the risk of treasury dealings. Calculate, analyze, and report Value at Risk (VaR) on a regular basis.
• Stress Testing: Run forward-looking forecasts and simulations using sensitivity analysis and stress testing to provide deep insights into potential portfolio impacts.
• System Implementation & Reporting: Provide business and risk intelligence to management to assist in the implementation of advanced risk management systems.

2. Trade Execution Control, Valuations & Mandates

• Execution Source Control: Monitor and control trade execution channels (such as FXGo, Bloomberg Chat, or official Voice calls). Escalate any unauthorized trade execution sources immediately.
• Dealer Mandates: Maintain up-to-date dealer mandates and ensure that all treasury transactions are executed in strict accordance with corporate authorization rules.
• P&L Computation: Compute and publish daily Profit and Loss (PnL) statements for all trading / risk management desks of Group Treasury.
• Valuation & MTM Reconciliation: Ensure the absolute correctness of trade valuations by assessing and testing the pricing methodologies utilized by the FinMechanics (FM) system.

3. Hedging, Debt Documentation & DCM Coordination

• Risk quantification: Actively monitor and report quantum of Risk run by desk and ad well as Group along with sensitivity and scenarios.
• Covenant Tracking & Monitoring: Set up, maintain, and manage a robust tracking framework to monitor compliance with financial, operational, and hedging covenants under existing and new debt documents (including USD Bonds, ECBs, FCLs, and bilateral bank facilities). Ensure zero defaults by proactively flagging covenant headroom risks to senior management.
• Economic Value of Treasury Activities: Actively analyze, quantify and report on the economic value of Treasury decisions.
• Hedge Cost Benchmarking: Track, analyze, and publish actual hedge costs against benchmark hedge costs for USD Bonds, External Commercial Borrowings (ECBs), and Foreign Currency Loans (FCLs) on a regular basis.
• DCM Documentation: Coordinate with key internal and external stakeholders—including legal teams, lead managers, and BUs—to timely execute Debt Capital Markets (DCM) documentation.

4. Audit Compliance

• Audit Coordination: Serve as the primary point of contact for the internal audit team. Ensure swift resolution of audit findings and establish clear, time-bound action plans to address any noted control gaps.

Qualifications

• Education: Chartered Accountant (CA), Financial Risk Management (FRM), CFA, or MBA in Finance from a premier institution.
• Experience: 5 to 9 years of direct experience in a Treasury Middle Office, Treasury Control, or Market Risk department within a large multinational conglomerate, major bank, or financial institution.