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.

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)
  • Ne...