Job 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:
-...