Overview
Treasury Manager Jobs in Johannesburg, South Africa at Network Finance.
Treasury Manager
Shape the future of banking as a Treasury Manager, leading cutting-edge projects and setting new standards in liquidity risk, capital management, and treasury best practices.
A multinational consulting firm with a strong international presence seeks an experienced Treasury Manager to enhance and expand their services to banks by leading client projects, contributing practical expertise to the team, and establishing a reputation in this field.
Key responsibilities include:
Managing liquidity risk, including our leading liquidity stress simulation service, Funds Transfer Pricing (FTP), and regulatory compliance such as the Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), and Basel III regulations.
Addressing interest rate risk in the banking book, including Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivity, and Counter party Credit Risk Basel Book (CSRBB).
Overseeing capital management, including the Internal Capital Adequacy Assessment Process (ICAAP).
Conducting forecasting, stress testing, and defining risk appetite.
Implementing treasury best practices and controls.
This role requires ongoing skills development due to constantly changing regulations and market conditions. It also provides exposure to the Insurance and Corporate sectors.
Job Requirements:
CA(SA) or Degree / Honours / Masters in Risk Management, Mathematics or Statistics
CFA / FRM / PRM preferable
Work experience in the treasury environment of a bank (Required)
Experience:
Preferably at least 5 years, in Treasury / Liquidity Risk roles that encompass responsibilities such as:
Understanding financial instruments and how these are utilized by banks for risk management purposes.
Understanding pricing models and common risk metrics (sensitivities, stress tests, VaR, LCR, NSFR).
Liquidity risk management, funding, funds transfer pricing.
Governance and controls, policies and procedure documentation.
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Title: Treasury Manager
Company: Network Finance.
Location: Johannesburg, South Africa
Category: Finance & Banking (Risk Manager/Analyst, Corporate Finance, Financial Manager, Financial Compliance), Management (Risk Manager/Analyst, Financial Manager)