Portfolio Manager, Treasury & Chief Investment Office (TCIO) - Vice President

The Treasury and Chief Investment Office (TCIO) is responsible for managing the firm's assets and liabilities. Key responsibilities include aggregating and managing interest rate risk across the firm's main lines of business. Overseeing the firm's funding and handling significant short-term cash deployment activities. Managing liquidity risk, deploying excess liquidity, and ensuring compliance with internal and regulatory liquidity requirements. Managing structural foreign exchange risk.

Job Summary: 

As a Portfolio Manager within the TCIO team, you will execute liquidity funding trades as part of our liquidity risk management activities. Your responsibilities will also include managing securities for regulatory and investment books, which involves trade booking, reporting, and coordinating with back and middle office teams regarding cash positions. Additionally, you will assist in resolving operational issues and provide market updates and ad hoc reports to support senior managers in making informed decisions about portfolio management.

Job responsibilities:

• Responsible for daily funding and liquidity risk management for the Mumbai Branch and related entities, including local currency, USD, and other active currency nostros.
• Responsible for collateral and reserve management, including purchasing Government/Corporate securities for settlement and regulatory compliance.
• Managing positions within assigned limits, including BPV and liquidity profile.
• Executing funding trades such as money markets, repo/reverse repo, and FX with internal and external counterparties.
• Responsible for daily pricing and submission of transfer pricing rates for loans and deposits and daily P&L estimation and reporting.
• Preparing and reviewing liquidity-related reports, including collateral reports, stress tests, and daily market commentary.
• Participating in front-office projects such as balance sheet analysis, quarterly Structural Interest Rate Risk (SIRR) review, and FX quarterly write-up.
• Collaborating with internal functions including Funds Transfer Pricing & Liquidity Management Team, Liquidity Risk Oversight, Middle Office, Risk, Finance, and Business Management teams.
• Liaising with interbank counterparties and other branch stakeholders such as CIB businesses, LEC, and local compliance.

Required qualifications, capabilities, and skills: 

• MBA, Masters Degree in Finance, or related disciplines.
• Minimum of 5 years of experience in APAC regional currency and fixed income markets, funding, liquidity, and balance sheet management.
• Knowledge of local markets and regulatory landscape in India to support the India treasury team in funding and liquidity management of the local balance sheet.
• Attention to detail and understanding of different types of risk in investment activities.
• Strong sense of governance to ensure compliance with regulatory and internal requirements.
• Excellent team player with strong interpersonal and communication skills.
• Self-directed, highly motivated, and able to work independently.
• Proficiency in Microsoft Excel, PowerPoint, Bloomberg, and Reuters Eikon.

Preferred qualifications, capabilities, and skills: 

• Knowledge of VBA and coding is a plus.