KEY ACCOUNTABILITIES:

• Timely submission of daily Market risk exposure reports, ensuring that reports are robust, efficient and accurate, with sufficient commentary necessary to guide management decision making.
• Periodically review processes and manuals within the Global Financial Markets and back office spaces and suggest improvements/ enhancements of controls.
• Formulation of product risk assessments and support to the Global Financial Markets by suggesting mitigating controls for new and existing products as well as complex trades.
• Enforce adherence to all Market Risk policies and standards as per the Market risk framework.
• Provide input for the Risk appetite statement with respect to Market Risk limits as often as required.
• Investigate limit breaches and escalate them according to policy and furnish management with information needed to make decisions.
• Prepare monthly Market risk reports for Management ALCO and RISCO.
• Provide input for the ICAAP as well as Integrated stress testing with respect to Market Risk
• Provide advice and expertise to assist business in optimizing risk profiles.
• Review month end reconciliation of all Treasury suspense accounts , as well as Fixed income positions and follow through appropriate action to resolve any outstanding.
• Support operational Risk in the Risk assurance reviews of Global Financial Markets as well as in the regular review of their RCA.

KNOWLEDGE, SKILLS, AND EXPERIENCE REQUIRED:

• First Degree in Finance, Accounting, Statistics Economics from a recognized university.
• ACI Operations certificate is an added advantage.
• 5 years’ experience in a busy financial institution, two of which must have been in a Treasury or Financial Markets field.
• In depth knowledge of treasury products and their life cycles and good exposure on Money market instruments, investment products, Derivatives and foreign exchange.
• Strong analytical and MS Excel skills.
• Self-motivated, organized and able to manage multiple tasks.
• Team player, a ‘can-do’ attitude along with the ability to work under pressure and tight deadlines and solve problems.
• High standards of ethics and performance.

Good aptitude for numbers and an eye for detail.