Job Description

Support in the daily execution of middle office controls, with a strong focus on data accuracy, reconciliation, and routine reporting.

• Assist in the daily operation and maintenance of the Treasury Management System (TMS). Support system testing (UAT) for upgrades and enhancements and ensure data integrity within the system architecture.
• Perform initial independent valuations of vanilla derivatives (FX Forwards, Swaps, IRS) using market data inputs. Gather necessary inputs and run models for CVA/DVA computation under the Manager's guidance.
• Execute daily P&L calculation and comparison routines. Analyze variance drivers at the trade level and escalate significant issues to the Manager promptly.
• Prepare data workpapers for IFRS compliance disclosures. Compile daily/weekly reports necessary for Basel III monitoring (LCR/NSFR inputs).
• Execute daily reconciliations of Front Office positions against Back Office and Custody records. Monitor custody positions daily, investigate reconciliation breaks, and ensure timely resolution.
• Maintain and update all Standard Operating Procedures (SOPs) for daily tasks. Ensure all activities are properly documented for audit trails. the line Manager.
• All the above accountabilities include but are not limited to any additional/new tasks or responsibilities the line Manager assigns.

Competencies/Skills
Education
CA / CPA / ACCA / FRM (or equivalent)
Work Experience
Hands on Senior level experience / similar position experience of No less than 8 -10 years (very specific to Treasury Middle office - Accounting related)

Skills Required