Senior Manager
Senior Manager
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Salary Not Disclosed
1 Vacancy
Job Description
Senior Manager
Minimum Requirements
Education
- Matric and relevant tertiary qualification (Degree or Post Graduate Degree
- 8 to 10 years deep specialist experience within the banking industry specifically in:
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Liquidity Risk
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Balance Sheet Management
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Asset and Liability Management (ALM)
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Interest Rate Risk in the Banking Book (IRRBB)
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Forecasting and Management Accounting
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8 to 10 years experience in:
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Applying mathematical and statistical skills in designing and reviewing models
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Automating models using SQL SAS and/or VB
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Understanding of OLAP and ability to design multidimensional analyses
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8 to 10 years practical experience in:
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ALM Liquidity Funds Transfer Pricing (FTP) and IRRBB
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Designing and implementing solutions in a risk calculation engine
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Overseeing data quality and managing implementation of related projects
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Responsibilities
- Act as the subject matter expert in training and developing ALM risk engine users within the Treasury and Capital Management function.
- Collaborate with regional Balance Sheet Management teams to generate forwardlooking risk data reports and automate regulatory processes.
- Ensure compliance with BSBC239 principles and data integrity requirements from Regulatory Bodies.
- Guide and monitor the Asset Liability Management Functional budget ensuring effective control over expenditure.
- Develop and maintain the ALM Functional Framework (strategy policy process standards
- training governance etc.).
- Deliver accurate Liquidity and IRRBB metrics for internal and regulatory reporting as well as consolidated Group returns.
- Lead training initiatives across countries and regions on the risk engine and enhance its usage across The Company.
- Participate in committees and forums to validate ALM Framework implementation and risk engine processes.
- Manage relationships with IT and ALM teams to meet reporting requirements and maintain data flow accuracy.
- Maintain and enhance risk engine procedures ensuring alignment with entityspecific and Group TCM standards.
- Research and evaluate incountry dynamics and regulatory environments for informed ALM decisions.
- Lead business assumption validation and behavioural profiling within the risk engine.
- Formulate and apply model assumptions based on deep business and ALM expertise (e.g. liquidity IRRBB FTP).
- Ensure ALM model data integrity and reporting congruence by testing input and output accuracy.
- Set best practices for monitoring compliance with TCM policies and standards via the risk engine.
- Validate subledger data in collaboration with Finance and IT to ensure reconciliation with general ledgers.
- Engage internal and external stakeholders (Exco entity execs auditors analysts etc.) on ALM and technology stack matters.
- Lead accurate timely production of management reports stress testing forecasts and ALCO input.
- Define and execute risk technology strategy aligned with business needs through scenario modelling and analysis.
- Provide expert advice on ALM and Liquidity Risk conduct training and present in relevant forums and workshops.
- Liaise with software vendors to remain current on engine functionalities and lead Business/IT development efforts.
- Prepare monthly and daily ALM input for the Groups Annual Financial Statements ensuring accuracy.
Employment Type
Full Time
