Shape the Future of Banking as a Treasury ManagerReference: NFP013972-SHb-1Lead cutting-edge projects and set new standards in liquidity risk, capital management, and treasury best practices.Duties & ResponsibilitiesA multinational consulting firm, with a strong international presence, is seeking 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.These projects focus on various areas: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 (BA300 & BA310).Addressing interest rate risk in the banking book, including Net Interest Income (NII) and Economic Value of Equity (EVE) sensitivity, and Counterparty 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.As regulations and market conditions in this field are constantly changing, this role is dynamic and requires ongoing skills development. It also provides exposure to the Insurance and Corporate sectors.Job RequirementsEducation:CA(SA) or Degree / Honours / Masters in Risk Management, Mathematics or StatisticsCFA / FRM / PRM preferableWork 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 of 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.If you are interested in this opportunity, please apply directly.
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