Treasury Manager
REF: KK707
Market Related Salary
Pinelands, Western Cape
The main purpose of the of the Treasury Manager: Asset Liability Management (ALM) role is the financial management of the function, developing and maintaining financial models to support the treasury risk management framework, assessing variance and sensitivity analysis and reviewing conditions impacting liquidity and interest rate risk. The ALM function requires the incorporation of best practice governance by ensuring compliance with shareholder reporting requirements.
RESPONSIBILITIES INCLUDE:
Managing disciplines of ALM across multiple entities
Monitoring and implementing monthly funding requests across multiple entities
Preparing and maintaining financial models reflecting liquidity risks (limits, tenors, maturities) and interest rate risks (limits, rate resets and market events)
Preparing Asset Liability Committee (ALCO) presentation packs; annual review of ALCO policies and making recommendations on updates
Coordinating monthly Treasury Forums (monitoring and making recommendations based on measurement metrics defined by ALCO policy)
Preparing and monitoring monthly shareholder reporting and ad-hoc shareholder reporting, ensuring compliance with European Central Bank requirements
Participating in KYB (Know Your Bank) processes on external bank counterparts across the region
Preparing and executing funding plans approved by Board of Directors
Understanding and implementing funding lines and legal agreement reviews
Preparing and sending external reporting
Coordinating investor Roadshow packs
Preparing recurring review process by rating agencies and external funders
Managing roll over liquidity events – assisting with funder credit approval and reviewing processes
Semi-annual review process by rating agencies
Annual review processes by external funders
Building relationships internally (across business units, and with shareholder) as well as externally (funders, rating agencies) in order to meet various deliverables
Being informed across multiple markets and assisting in completing analyses of markets within which the region’s entities operate
REQUIREMENTS:
CA (SA) or B.Com Honours in Financial Statistics/Maths/B.Bus Sc Actuarial or similar
Advanced Excel user
Minimum of 3-5 years relevant experience – advantageous
Exposure to financial treasury management – advantageous
Knowledge of loan/and or card portfolios – advantageous
Knowledge of qualitative credit risk management and quantitative credit risk methodologies – advantageous
Ability to design new financial models