To undertake MTM valuation of the Treasury portfolio - Investments (SLR and Non SLR) , Foreign Exchange.
To monitor various risk exposures (both market and credit)
To prepare various internal/regulatory risk reports.
Monitoring the past performance limits of the clients, as per the regulatory requirement
Monitoring the credit exposure limits and following up with Front Office/Business for getting the necessary approvals for limit breaches
Ensuring that the market data provided for valuation of Treasury portfolio are as per the internal and regulatory guidelines
To analyze various reports
List of Treasury products includes Forex/ Derivatives/ Investments (forex forwards, options, swaps, Government securities, State Development Loans, Treasury Bills, Corporate bonds, Commercial Papers, etc.)
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