Treasury Risk Officer

Interdot Solutions; Johannesburg; On-site; ZAR 800,000 - 1,200,000; Full time

Job summary

A reputable client is seeking a Treasury Risk Officer in Johannesburg, responsible for market risk management including interest rate and credit risk. This role involves strategic financial risk management, collaboration with internal divisions, and independent trading strategy development. Ideal candidates will hold a BCom degree and possess significant experience in treasury and financial markets.

Qualifications

• BCom Degree with coursework in Financial Accounting, Economics, and Financial Management.
• Honours in Financial Management is advantageous.
• 10-15 years of experience in treasury and fixed income markets.

Responsibilities

• Measuring and monitoring the impact of interest rate movements.
• Supporting cash flow forecasts and liquidity management.
• Monitoring credit risk limits and financial stability.

Skills

Market Risk Monitoring

Financial Risk Management

Portfolio Analysis

Cash Flow Forecasting

Hedging Strategies

Accounting Reconciliations

Interest Rate Analysis

Liquidity Management

Education

BCom Degree in Financial Accounting

Honours in Financial Management

JSE Registered Dealer

Job description

About the job: Treasury Risk Officer

Our reputable client is seeking a Treasury Risk Officer responsible for market risk monitoring and management within the Treasury division. Key areas include interest rate risk, credit risk, liquidity risk, and currency risk. The role involves proposing financial risk management strategies, including Asset and Liability Management.

The officer will aggregate risk measurements based on the overall distribution of portfolio values at future horizons and act as a technical resource for research and development of trading strategies. Collaboration with the Enterprise-wide risk management division is essential for independent monitoring of Treasury risks.

Responsibilities include:

1. Measuring and monitoring the impact of interest rate movements on the portfolio, including stress testing.
2. Supporting the development of cash flow forecasts and short-term liquidity management to ensure optimal funding.
3. Monitoring credit risk limits, including credit ratings and financial stability of counterparties.
4. Conducting accounting reconciliations of positions in real-time and sourcing mark-to-market rates for securities valuation independently of the front office.
5. Ensuring compliance with all treasury policies, regulations, and reporting requirements.
6. Reviewing assets and liabilities matching profiles and assessing interest rate mismatches.
7. Proposing financial risk management strategies, such as hedging strategies, to the front office.
8. Researching and analyzing financial markets and interest rate outlooks to inform investment decisions.
9. Creating and maintaining a database for access by staff and stakeholders.

Required competencies include coordination of investment, funding, debt, and hedging activities, understanding of fixed income markets and swaps, participation in financial risk management and ALCO functions, and knowledge of hedging strategies and investment strategies.

Requirements:

• A BCom Degree with coursework in Financial Accounting, Economics, and Financial Management.
• Honours in Financial Management is advantageous.
• JSE Registered Dealer for Bonds and Fixed Income Derivatives is advantageous.
• 10-15 years of experience in treasury, fixed income, money markets, and swap trading or similar experience.