Treasury Manager
Network Recruitment
- Cape Town, Western Cape
- Permanent
- Full-time
- 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.
- 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)
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.
Camryn Mearns
Specialist Consultant: Finance
ExecutivePlacements.com