Treasury Risk Officer
1 week ago
Our
reputable client is looking for a Treasury Risk Officer who will be responsible for
market risk monitoring and management in the Treasury division - Interest rate
risk, credit risk, liquidity risk, currency risk and propose financial risk
management strategies including Asset and Liability Management. Aggregate the
measurement of risk based on overall distribution of portfolio values at a
given horizon in the future. Act as a Technical resource to the Front office in
terms of research and development of trading strategies. Collaborate with Enterprise
wide risk management Division in the independent monitoring of Treasury
division Risk. Responsible for Compliance to Treasury Policy through
Identification, monitoring and quantification of financial risk as required by
the Treasury Policy.
Duties
and Responsibilities:
- Measuring and monitoring of impact of Interest Rate
movements on the portfolio- stress testing. - Supporting the Development of a Cash flow forecast
and short-term liquidity management to ensure Corporation is always optimally
funded. - Credit risk limit monitoring e.g. credit rating and
financial stability of counterparties. - Accounting reconciliations of positions on a real
time basis and sourcing of mark to market rates for valuation of securities
purposes independently of front office. - Ensuring compliance of Treasury with all necessary
regulations and reporting requirements. - Reviewing the assets and liabilities matching
profile and determine the level of interest rate mismatch. - Proposing financial risk management strategies e.g.,
Hedging strategies to front office. - Research and analyse financial markets and interest
rate outlook and monitor implementation in investment decisions. - Collate and create a database for access to the organisation's
staff and stakeholders.
Competencies:
- Ability to coordinate
direct investment, funding, debt and hedging activities through environmental
scanning, strategy and tactical formulation. - Understand Fixed Income
market and Fixed Income Swap Market - Ability to contribute and
participate in the Financial Risk Management and ALCO function. - Ability to co-ordinate
and integrate treasury operations. - Understand and be able to
carry out hedging— short, medium, and long-term. - Understand Investment
strategies
Requirements:
- A BCom Degree, with Financial Accounting, Economics, Financial Management
- B Com Honours Financial
Management, JSE Registered Dealer for Bonds, Fixed Income Derivatives is advantageous - years Treasury, Fixed Income, Money Market and Swap trading
experience or similar experience
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