Treasury Risk Officer at HugoBank

Karachi, Sindh, Pakistan -

Full Time

Start Date

Immediate

Expiry Date

16 Apr, 26

Salary

0.0

Posted On

16 Jan, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Market Risk Monitoring, Liquidity Risk Monitoring, Limit Monitoring, Stress Testing, Scenario Analysis, Reporting, Governance, Policy Compliance, Audit Support, Analytical Skills, Data Interpretation, Risk Assessment, Treasury Management Systems, Core Banking Systems, Risk Controls, Basel III Standards

Industry

Financial Services

Description

The Treasury Middle Office Officer is responsible for the independent measurement, monitoring, and control of treasury-related risks, ensuring all treasury activities remain within the Bank’s approved risk appetite, limits, and SBP regulatory requirements.The role provides objective oversight over market and liquidity risks and acts as a key control function between Treasury Front Office execution and Treasury Back Office settlement. Key Responsibilities Market Risk Monitoring: • Independently monitor FX, interest rate, and investment exposures • Calculate and monitor: - Net Open Position (NOP) - FX position limits - Sensitivity measures (e.g., interest rate gaps) • Perform independent mark-to-market (MTM) valuations • Review daily P&L and investigate unusual movements Liquidity Risk Monitoring: • Monitor liquidity risk metrics including: - Liquidity Coverage Ratio (LCR) - Net Stable Funding Ratio (NSFR) - Maturity mismatch and cash flow gaps • Review daily funding and liquidity positions • Monitor compliance with internal liquidity limits and SBP requirements Limit Monitoring & Controls: • Ensure treasury transactions comply with: - Approved risk appetite - Board and ALCO-approved limits - SBP regulatory thresholds • Identify, investigate, and escalate limit breaches • Maintain limit frameworks and support periodic limit reviews Stress Testing & Scenario Analysis: • Conduct regular market and liquidity stress tests, including: - FX shocks - Interest rate movements - Liquidity stress scenarios • Analyze stress test results and recommend mitigating actions • Support Contingency Funding Plan (CFP) development and review Reporting & Governance: • Prepare risk reports for: - ALCO - Senior Management - Board Risk Committee • Provide commentary on market movements and risk trends • Undertake internal risk assessments Policy, Compliance & Audit Support: • Support development and maintenance of: - Market Risk Policy - Liquidity Risk Policy - FX Risk Appetite statements • Ensure compliance with SBP circulars and guidelines • Support internal, external, and SBP audits and examinations • Maintain proper documentation and audit trails Education Bachelor’s degree in Finance, Economics, Accounting, or related field Professional certifications (CFA, FRM, PRM – part or fully qualified) preferred Experience • 4–5 years of direct experience in Treasury Middle Office / Market & Liquidity Risk • Hands-on experience in: - FX and money market risk monitoring - Liquidity risk metrics and reporting - Limit frameworks and risk controls • Experience in a bank or regulated financial institution is mandatory4. Technical & Functional Skills • Strong understanding of: - Market risk and liquidity risk frameworks - Basel III liquidity standards - SBP regulatory expectations • Familiarity with: - Treasury Management Systems (TMS) - Core banking systems - Risk and ALM tools • Strong analytical, data interpretation, and reporting skills • Advanced MS Excel skills; experience with dashboards is an advantage

Responsibilities

The Treasury Risk Officer is responsible for monitoring and controlling treasury-related risks, ensuring compliance with risk appetite and regulatory requirements. This role includes oversight of market and liquidity risks and acts as a control function between the Treasury Front Office and Back Office.