Role and Skill: Treasury Hedge Accounting Consultant
Job Location: Chennai
Experience - 3 to 6 years
Shift: 24x7
Education:
- Bachelor’s or Master’s degree in Finance, Accounting, Economics, Mathematics, Statistics, or related fields.
- Preferred: CFA / FRM / CIMA / ACA.
Key Responsibilities:
1. Hedge Accounting Operations
Understanding of following:
- Macro (Hedging portfolios or open exposures, common in banks (e.g., interest rate risk on a portfolio of loans)
- Micro (specific, identifiable exposures, such as A particular loan / forecast FX transaction / specific bond issuance.
- Execute monthly hedge accounting journals.
- Financial Reporting & FCCS
- Perform FCCS reconciliations and reporting.
- Support FINREP, hedging disclosures, and stress testing submissions.
2. Product Control & Valuations
- Daily MTM, DV01, market data files, and economic P&L.
- Run IPV processes including FVA, XVA and other adjustments.
- Provide sensitivity‑based MTM & P&L predictions.
3. Data Management & Controls
- Maintain Hedge Accounting Database (HADB).
- Run health checks and maturity clean‑ups.
- Prepare hedge accounting capacity analytics.
4. Cover Pool Swap Operations
- Run prepayment modelling files.
- Align booking model files with Murex.
Required Skills:
- Knowledge of derivatives and valuation principles.
- Experience with Murex, FCCS, and risk metrics.
- Advanced Excel, Power BI.
- Strong attention to detail and communication.
- Ability to work with cross‑functional teams.
