Navi Mumbai, Maharashtra, India
Key Responsibilities
β’ Lead end-to-end testing for treasury products including Spot FX, Treasury Bills, Bonds, Floating Rate Notes (FRNs), and Money Market instruments.
β’ Validate full trade lifecycle: trade capture, pricing, deal validation, approvals, settlement instructions, modifications, cancellations, and rollovers.
β’ Perform pricing, valuation, and risk testing including MTM, NPV, yield calculations, coupon accruals, rate resets, discounting, and exposure/limit checks.
β’ Execute EOD/EOM processes, including accrual postings, coupon runs, revaluation, P&L, GL validations, and reconciliation checks.
β’ Conduct integration testing with Core Banking (GL postings), Market Data (Reuters/Bloomberg), SWIFT/payment systems, risk engines, and reconciliation platforms.
β’ Ensure compliance with regulatory and internal treasury controls, validating audit trails and exception handling.
β’ Manage defect lifecycle, coordinate with vendor and business teams, and publish daily testing progress and risk reports.
β’ Guide and mentor testing team members, review test scenarios, and ensure complete coverage across all treasury product workflows.
Required Skills
β’ Strong functional knowledge of Spot FX, Money Market, Bonds, FRNs, Treasury Bills.
β’ Strong understanding of pricing models, yield curves, discounting, and risk reporting.
β’ Experience testing trade lifecycle, settlements, and accounting flows.
β’ Familiarity with SWIFT messages (MT300/MT320/MT540 series).
β’ Experience with market data integrations (Reuters/Bloomberg).
β’ Hands-on with SQL, API testing, and reconciliation checks.
β’ Experience with T24 Treasury / Murex / Calypso / Kondor is an advantage.