Reference : NFP
Job Overview
Shape the future of banking as a Treasury Manager, leading cutting‑edge projects and setting new standards in liquidity risk, capital management, and treasury best practices. 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.
Key Responsibilities
- Managing liquidity risk, including 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 (BA & BA).
- 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.
- Providing exposure to the Insurance and Corporate sectors.
- Engaging in ongoing skills development as regulations and market conditions change.
Qualifications & Experience
- Education: CA(SA) or Degree/Honours/Master’s in Risk Management, Mathematics or Statistics.
- Professional designations such as CFA, FRM or PRM preferred.
- Work experience in the treasury environment of a bank (required).
- Preferably at least 5 years in Treasury/Liquidity Risk roles encompassing responsibilities such as understanding financial instruments used by banks for risk management, pricing models, and common risk metrics (sensitivities, stress tests, VaR, LCR, NSFR).
- Experience in liquidity risk management, funding, funds transfer pricing, governance and controls, policies and procedure documentation.
Application
If you are interested in this opportunity, please apply directly.