Shape the Future of Banking as a Treasury Manager
Reference: NFP013964-CAM-1
Lead cutting-edge projects and set new standards in liquidity risk, capital management, and treasury best practices.
Duties & Responsibilities
A multinational consulting firm is seeking an experienced Treasury Manager to enhance and expand their services to banks by leading client projects and contributing practical expertise to the team.
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.
This role is dynamic and requires ongoing skills development in response to changing regulations and market conditions, providing 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, encompassing responsibilities such as:
- Understanding of financial instruments and their utilization by banks for risk management.
- Understanding of pricing models and common risk metrics (sensitivities, stress tests, VaR, LCR, NSFR).
- Liquidity risk management, funding, and funds transfer pricing.
- Governance and controls, policies and procedure documentation.
If you are interested in this opportunity, please apply directly. Your profile will be kept on our database for any other suitable roles. For more information, contact:
Camryn Mearns
Specialist Consultant: Finance
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