Accountability:  BA610 Liquidity and Capital reporting

• Lead the submission and production of the BA610 Liquidity risk and Capital returns for the SARB, ensuring compliance with Basel IV standards and relevant regulatory and internal policy changes
• Lead the production and management of the monthly analytics required to explain and monitor the core drivers of the Liquidity gap, Liquidity Coverage ratio (LCR), Net Stable Funding ratio (NSFR) and related liquidity risk metrics
• Lead the production and management of the monthly analytics required to explain and monitor the core drivers of the Capital ratios and drivers of demand and supply of Capital positions under local Bank of Zambia regulation and SARB regulations
• Report liquidity risk and capital positions and changes on a monthly basis and agree the risk mitigation activities required with to mitigate risks and operate within risk limits, ensuring engagement and alignment with Finance and Risk.
• Lead the production of monthly and ad hoc MI required to explain Liquidity and Capital risk metrics arising in the business
• Lead the production of monthly prudential schedules for consolidation into the Finance Prudential submission to BOZ.
• Lead engagement with the QRM modelling team to ensure the Entity and Liquidity risk balance sheet and risk positions are appropriately modelled

Liquidity & Capital management

Accountability: Reporting accuracy, regulatory compliance and Operational effectiveness

• Develop an internal network with Country Finance, ARO Treasury, Finance, Technology Enablement and Group Regulatory Reporting to ensure alignment between balance sheets, internal metrics and regulatory disclosures
• Prepare and present regulatory dashboards / packs for inclusion in committee meetings for senior management to make effective decisions.
• Support the Regulatory Reporting Models owner in the monitoring or enhancing of existing data and reporting models and ensuring the models comply with Group standards and governance
• Partner with various ARO and Group stakeholders to ensure data quality issues are resolved and controls are put in place to mitigate the risk of inaccurate regulatory reporting.
• Lead the automation and operational effectiveness of the BA610 reporting, to support sound business management

Accountability: Stakeholder Management

• Present regulatory risk results in regulatory reporting review meetings.
• Liaise with regulatory stakeholders and support functions on various projects and ad hoc tasks.
• Collaborate with business and country teams to optimise balance sheet composition and resulting liquidity and capital metrics
• Provide support for meetings with Internal and External Audit teams during the various audit processes, where required
• Collaborate with data and finance functions to ensure Audit findings are resolved and liquidity and capital reporting amended to ensure continued compliance with regulatory requirements.

Accountability: Collaboration with Colleagues

• Interface with the Head of Balance Sheet, Treasury Analyst and TES Manager to understand the operating environment and to assist them to execute specific initiatives assigned to them.
• To provide line management support to the Head of Governance by facilitating administration of Performance Development, Training plan, leave and absence management.

Education and Experience Required

• Degree to honors level, or professional qualification such as ACCA, CIMA or ZiCA

• A good understanding of the Bank’s general policies and procedures
• Detailed Front Office knowledge and experience aligned to Banking, Corporate, and Treasury.

• High level of computer skills – relevant packages e.g. Word, PowerPoint and Excel
• Ability to negotiate and challenge
• Risk and control techniques (risk assessment, mitigation & management)

• Analytical and Problem-solving ability
• Strong communication and stakeholder engagement skills
• Robust understanding of the current regulatory environment that Treasury operates in
• Proven experience on risk control related initiatives affecting Front Office

Highly numerate with a strong analytical background.

Experience in Liquidity risk and capital management

Strong regulatory / financial reporting expertise

Sound experience with senior management reporting

Banking experience in a treasury environment, risk or finance

QRM risk modelling experience (not mandatory)

Competencies:

• Strong attention to detail and diligent in managing processes to a high standard

• Keen interest in developing technical skills in risk management
• Good communicator and able to present technical content in a meaningful manner to management
• Well organised and able to manage multiple responsibilities to deadlines
• Able to interact efficiently and professionally with business stakeholders.

Education

Higher Diplomas: Business, Commerce and Management Studies (Required)