Job Responsibilities

• Analyse balance sheet flows and trends, assessing impact on funding gap and liquidity risk.
• Manage liquidity to ensure compliance with regulatory and internal liquidity ratios, limits and indicators.
• Manage banking book interest rate risk and market risk within assigned limits.
• Manage the entity’s funding position by transacting in the market.
• Support the local governance frameworks, including preparation and updates for the local ALCO and Treasury related regulatory meetings.
• Ad-hoc front-office projects and business initiatives such as cash flow and balance sheet analysis, systems implementation testing, etc.
• Liaise with cash management, middle office and operations teams to ensure accuracy of information and timely resolution of issues.
• Daily pricing and publishing of Funds Transfer Pricing (FTP) rates on loans and deposits.
• Daily P&L estimation for Treasury and Chief Investment Office positions.

Required qualifications, capabilities, and skills

• Previous working experience in a Treasury, Asset-Liability Management role is preferred.
• Liquidity risk and balance sheet management experience.
• Experience in South Africa money markets, and associated products such as fx swaps and repo.
• Strong quantitative and analytical background with understanding of fixed income/FX analytics.
• Confidence dealing with senior stakeholders in the branch.
• Detail-oriented and able to multi-task in a fast-paced environment
• Ability to work independently.
• Strong written and verbal communication and presentation skills.
• Ability to contribute to a strong control and risk culture.