Manager: Liquidity and Market Risk Management

Recruiter:

Fempower

Job Ref:

2679643451

Date posted:

Tuesday, July 26, 2022

Location:

Sandton, South Africa

JOB SUMMARY:
-

JOB DESCRIPTION:

Our client in the public sector has an EE opportunity available for a Manager: Liquidity and Market Risk Management to be based in the Sandton area.

Requirements:

Honours degree with excellent academic background in a discipline such as Statistics/Actuarial Science /Mathematics / Economics/ Finance/ Accounting/ Financial Engineering or equivalent professional qualifications in related quantitative disciplines
3+ years’ working experience within financial institution(s), with exposure in liquidity/funding risk, treasury, asset & liability management or financial risk management/market risk management / treasury investment
Professional qualification in FRM, CQF, CFA or equivalent will be an added advantage
Good technical understanding of liquidity risk, funding, IRRBB and asset & liability management models, financial products along with experience of managing key stakeholders
A high level of numeracy and IT skills – ideally Excel, VBA, Matlab or R Programming, SQL
Knowledge of Treasury risk systems
Good understanding and knowledge of best practice techniques in the industry covering liquidity and financial risk management
Good understanding and knowledge of regulatory environment (e.g. PMFA, Banks Act, Basel, Foreign Exchange regulations and other National Treasury regulations, etc.)
Understanding and knowledge of Corporate Governance
High competency in Excel and PowerPoint

KPIs:

Assist to develop risk management policies and procedures, set the operating limits in relation to Liquidity, IRRBB, FX and Equity Price risks
Calculate, analyse and report Earnings at Risk, Economic Value of Equity, Value at Risk, Net Open Foreign Position and associated liquidity and market risk exposures of the Corporation
Use Multi-Factor Models to model and measure the cost of equity
Maintain data and enhance the Balance Sheet Management System process flow
Perform liquidity forecasting, including back-testing, and coordinate with key stakeholders
Assist in enhancing the macroeconomic stress testing programme used to measure the combined financial impact of credit-, market- and liquidity risks under various scenarios

Our client is committed to the pursuit of equality, diversity and redress. In accordance with its Employment Equity Plan, preference may be given to qualified candidates from under- represented designated groups. Please note that prospective employees will be subject to security vetting. Should you not hear from us within 10 working days, please consider your application as unsuccessful.

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Manager: Liquidity and Market Risk Management

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