Treasury Risk Officer

Ourreputable client is looking for a Treasury Risk Officer who will be responsible formarket risk monitoring and management in the Treasury division - Interest raterisk, credit risk, liquidity risk, currency risk and propose financial riskmanagement strategies including Asset and Liability Management. Aggregate themeasurement of risk based on overall distribution of portfolio values at agiven horizon in the future. Act as a Technical resource to the Front office interms of research and development of trading strategies. Collaborate with Enterprisewide risk management Division in the independent monitoring of Treasurydivision Risk. Responsible for Compliance to Treasury Policy throughIdentification, monitoring and quantification of financial risk as required bythe Treasury Policy.

Dutiesand Responsibilities:

• Measuring and monitoring of impact of Interest Ratemovements on the portfolio- stress testing.
• Supporting the Development of a Cash flow forecastand short-term liquidity management to ensure Corporation is always optimallyfunded.
• Credit risk limit monitoring e.g. credit rating andfinancial stability of counterparties.
• Accounting reconciliations of positions on a realtime basis and sourcing of mark to market rates for valuation of securitiespurposes independently of front office.
• Ensuring compliance of Treasury with all necessaryregulations and reporting requirements.
• Reviewing the assets and liabilities matchingprofile and determine the level of interest rate mismatch.
• Proposing financial risk management strategies e.g.,Hedging strategies to front office.
• Research and analyse financial markets and interestrate outlook and monitor implementation in investment decisions.
• Collate and create a database for access to the organisation’sstaff and stakeholders.

Competencies:

• Ability to coordinatedirect investment, funding, debt and hedging activities through environmentalscanning, strategy and tactical formulation.
• Understand Fixed Incomemarket and Fixed Income Swap Market
• Ability to contribute andparticipate in the Financial Risk Management and ALCO function.
• Ability to co-ordinateand integrate treasury operations.
• Understand and be able tocarry out hedging— short, medium, and long-term.
• Understand Investmentstrategies

• A BCom Degree, with Financial Accounting, Economics, Financial Management
• B Com Honours FinancialManagement, JSE Registered Dealer for Bonds, Fixed Income Derivatives is advantageous
• 10 - 15 years Treasury, Fixed Income, Money Market and Swap tradingexperience or similar experience