Treasury Analyst

2 weeks ago


Johannesburg, Gauteng, South Africa Absa Bank Limited Full time
Empowering Africa's tomorrow, together one story at a time.

  • With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
Job Summary


Daily management of the interest rate and FX risk position of the ABMs' banking book under the Structural Hedge and Fixed rate risk management Programme, managed by Treasury.

Daily monitoring of interest rate risk limits, monitoring changes in the structural and fixed risks and hedging effectiveness

Job Description:

Key Accountabilities:

  • Identify and monitor the ABM's interest rate risk exposures centralised in Treasury by understanding and explaining the drivers of changes in all ALM risk metrics (NII risk and EVE risk)
  • Lead the production and management of the monthly analytics required to explain and monitor the core drivers of NII and EVE risk and IRRBB gap risk for ABM
  • Engage Business to identify and monitor the bank's fixed rate risk exposures. Report risk positions and changes on a monthly basis and agree the risk mitigation activities required with TES to mitigate risks and operate within risk limits
  • Lead the production of monthly and ad hoc MI required to explain the fixed rate risk positions arising in RBB, CIB and Treasury. Ensure positions are aligned to Business and Treasury trade books and Finance records.
  • Lead the management of fixed and structural rate risk positions
  • Explain and monitor the impact of fixed / structural rate risk positions and hedging on IRRBB metrics, advising on monthly movements and escalation of rising risk positions
  • Develop a structural balance outlook to provide a forward looking view of the potential changes and impact on the local risk hedge approach
  • Lead engagement with the QRM modelling team and Risk to ensure IRRBB balance sheet and risk positions are appropriately modelled for IRRBB risk measurement
Role/Person specification

Education and experience required

  • Bdegree Quants degree eg BSc. Maths, Stats, Economics, CFA ,
  • CA (SA)
  • 5 years (Technical/Managerial) IRRBB experience
  • 5 years QRM modelling experience (development and implementation)

Knowledge and skills:
(Maximum of 6)

  • Highly numerate with a strong analytical background.
  • Deep expertise in IRRBB risk modelling and hedging strategies
  • Strong experience with senior management reporting, influence and stakeholder management
  • Banking experience in a treasury environment, risk or finance
  • QRM risk modelling experience (not mandatory)

Competencies:
(Maximum of 8 competencies)

  • Sound attention to detail and diligent in managing processes to a high standard
  • Keen interest in developing technical skills in risk management
  • Good communicator and able to present technical content in a meaningful manner to management
  • Well organised and able to manage multiple responsibilities to deadlines
  • Able to interact efficiently and professionally with business stakeholders.
Education

Bachelor's Degrees and Advanced Diplomas:
Financial Sciences (required)

  • Absa Bank Limited reserves the right not to make an appointment to the post as advertised_

  • Treasury Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Prism Placements Full time

    This key player in South Africas logistics and supply chain market is looking for a Treasury Analyst to join their team. Experience & Requirements:Relevant financial degree or studying towards Min 2-3yrs banking, finance, or treasury experience Well versed in MS Excel, SAP, Treasury System Remuneration:Up to R300K C.T.C. per annum Location:Sandton


  • Johannesburg, Gauteng, South Africa NTT Ltd. Full time

    NTT is a leading global IT solutions and services organisation that brings together people, data and things to create a better and more sustainable future.In today's 'iNTTerconnected' world, connections matter more now than ever. By bringing together talented people, world-class technology partners and emerging innovators, we help our clients solve some of...

  • Treasury Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Network Recruitment Full time

    My client is a leading player in the fast-moving consumer goods (FMCG) sector, with a global presence and a commitment to innovation, quality, and sustainability. They are seeking a Banking Coordinator who will be an integral part of the treasury team, ensuring seamless banking operations across our global network. You will manage relationships with...

  • Treasury Specialist

    2 weeks ago


    Johannesburg, Gauteng, South Africa De Beers Group of Companies Full time

    **Company Description- ou put safety first. That's why we want you.**Safe. Smart. Sustainable. Probably not the first words you typically associate with mining. But Anglo American is not your typical mining company.Guided by our purpose and our values, we enable both high performance and purposeful action as we aim to "re-imagine mining to improve people's...


  • Johannesburg, Gauteng, South Africa Marvel Placement Consultants Full time

    Gauteng, JHB - Northern Suburbs- (Market related)Senior Treasury Manager - (Hybrid Position)Minimum Requirements: Essential: Own vehicle and valid Driver's License. Essential: 15+ Years' experience as a Treasury Manager. Essential: Relevant BSc degree in either Mathematics, Statistics, Engineering or Computer Science. Advantageous: Postgraduate degree (MBA...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Job Description:In your position as part of Treasury & Market Risk, a team of experts will work together to provide the clients with the financial and technical skills they need to manage their change journey throughout its lifecycle so that change is managed harmoniously across people, processes, and technology.As part of the position, the successful...


  • Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Job Description: Your position is part of Treasury & Market Risk, a team of experts working together to provide clients with the financial and technical skills they need to manage their change-journey throughout its lifecycle, so that change is managed harmoniously across people, processes, and technology.As part of the position, the successful candidate...

  • Treasury Data Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa WorldRemit Full time

    About Zepz:Zepz is the group powering two leading global remittance brands: WorldRemit and Sendwave. Since 2010, we have been disrupting an industry previously dominated by offline legacy players with our relentless focus on reducing the cost of remittances and increasing safety and convenience for our users. Every day, our people work to unlock the...


  • Johannesburg, Gauteng, South Africa FedEx Full time

    Treasury; Manages Working Capital & Cashflow; Applies International Cash Management Principles; Investment Management; Banking & Credit Instruments; Central Liquidity Management; Treasury ReconciliationActs as a technical expert on complex and specialist subject(s). Supports management with the analysis, interpretation and application of complex information,...

  • Process Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Whizants Full time

    Role: Process AnalystJob Type: ContractDuration: 3 to 6 MonthsLocation: Cape Town Minimum Requirements:Bachelor's degree in Business Administration, Finance, Accounting, Information Systems, or a related field.Advanced degrees or certifications in process improvement methodologies (such as Six Sigma or Lean) or SAP-related disciplines are advantageous.At...

  • Financial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Network Recruitment Full time

    Join Our Team as a Financial AnalystAre you ready to elevate your career to new heights? We are a lively company in search of a proactive Financial Analyst to join our dynamic team.Responsibilities:Lead the annual budget process and work closely with budget owners to develop realistic operational expense budgets.Aid in constructing business cases and...

  • Quantitative Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa FirstRand Full time

    About us, purpose, experience and qualificationsabout us:purpose: Responsible to prepare and present findings on data analysis in written and verbal reports to key stakeholders. Conduct analysis, timeseries analysis, classification models and deliver accurate and highquality analysis (e.g. test design and analysis). Responsibilities also include to ensure...

  • Financial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Network Recruitment Full time

    My client is seeking a skilled Financial Analyst to take the lead in enhancing their financial performance and supporting their growth. If you thrive in a fast-paced environment and have a keen eye for detail, this is the perfect opportunity for youThis role is based in Bryanston, Sandton.Key Responsibilities:Budgeting:Lead Annual Budget Process: Drive the...

  • Commercial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa WePlace Full time

    Our client, a leading Financial Institution is looking for a Commercial Analyst to join their team.Commercial AnalystJob Purpose: To prepare and analyse timely and accurate management account information for the stakeholders as well as to provide expert financial guidance on the account information in support of commercial decision making for the company.Job...

  • Financial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Positive Switch Full time

    Responsibilities: Ownership, preparation and consolidation of the Regions Forecasts, Budget and Long-Range planning processes. Management and completion of planning deliverables, including group planning reporting packs, cashflow outlooksubmissions and systems uploads. Completion and maintenance of long term business models. In collaboration with the...

  • Credit Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Accounting & Financial Advisory Full time

    MAIN PURPOSE OF THE JOBThe Credit Analyst is mainly responsible for reviewing the Financial Analysis 'FINAN' for completeness and correctness, in line with the financial statements presented by the front-line sales teams. The FINAN is a financial statement spreading tool. This may include simple client structures to complex group or consolidated financial...

  • Financial Analyst

    2 weeks ago


    Johannesburg, Gauteng, South Africa Payjoy Full time

    PayJoy is a mission-driven company dedicated to helping a billion people around the world step into the modern financial system for the first time and supporting them on a path to financial success. Founded in 2015, PayJoy's "secret sauce" technology turns a smartphone into collateral to jumpstart unbanked consumers into the credit system. We reached...


  • Johannesburg, Gauteng, South Africa Standard Bank Of South Africa Limited Full time

    Business Segment: Corporate & Investment Banking Location: ZA, GP, Johannesburg, Baker Street 30 To embed the credit finance function within CIB Finance to collect, process, calculate and report on expected credit losses (ECL) and related disclosures, in a complete, timely and accurate manner and in line with applicable financial internal and external...


  • Johannesburg, Gauteng, South Africa South African Reserve Bank Full time

    Brief descriptionThe main purpose of this position is to provide technical support to the International Engagements Division. This will involve conducting research on global and domestic macroeconomic developments related to the agenda of international forums such as the Group of Twenty (G20), BRICS, the International Monetary Fund (IMF), and the Bank for...


  • Johannesburg, Gauteng, South Africa Absa Bank Limited Full time

    Empowering Africa's tomorrow, together one story at a time. With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job SummaryThis role...