Senior Manager

Midrand, Johannesburg, South Africa

Job Description


A multinational Consulting firm with a strong international presence is seeking an experienced Treasury Manager to enhance and expand their services to Banks by leading client projects, contributing practical expertise to the team, and establishing a reputation in this field.These projects focus on various areas:

  • Managing liquidity risk, including our leading liquidity stress simulation service, Funds Transfer Pricing (FTP), and regulatory compliance such as the Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Basel III regulations (BA300 & BA310).
  • Addressing interest rate risk in the banking book, including Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivity, and Counterparty Credit Risk Basel Book (CSRBB).
  • Overseeing capital management, including the Internal Capital Adequacy Assessment Process (ICAAP).
  • Conducting forecasting, stress testing, and defining risk appetite.
  • Implementing treasury best practices and controls.
As regulations and market conditions in this field are constantly changing, this role is dynamic and requires ongoing skills development. It also provides exposure to the Insurance and Corporate sectors.Job Requirements:Education:
  • CA(SA) or Degree / Honours / Masters in Risk Management, Mathematics or Statistics
  • CFA / FRM / PRM preferable
  • Work experience in the treasury environment of a bank (Required)
Experience:
Preferably at least 5 years, in Treasury / Liquidity Risk roles that encompass responsibilities such as:
  • Understanding financial instruments and how these are utilized by Banks for risk management purposes.
  • Understanding pricing models and common risk metrics (sensitivities, stress tests, VaR, LCR, NSFR).
  • Liquidity risk management, funding, funds transfer pricing.
  • Governance and controls, policies and procedure documentation.
Apply now!For more Actuarial and Analytics jobs, please visit
If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.For more information contact:
Shaunaline Baatjies
Specialist Consultant: Actuarial & Analytics

ExecutivePlacements.com

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Job Detail

  • Job Id
    JD1305605
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Midrand, Johannesburg, South Africa
  • Education
    Not mentioned