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About this job
Treasury Analyst & Execution Dealer
Job Summary
To be responsible for the in-country Balance Sheet Management functions of Asset and Liability Management, Execution Services, Investment, Liquidity and Funding, and Capital.
Job Description
Key Responsibilities:
CAPITAL MANAGEMENT (20%)
Supporting the Country Treasurer in managing the banks’ capital position
Ensuring adherence to Capital Management policies and in-country regulatory and Board approved capital targets
Engaging with Finance teams to understand balance sheet reconciliation and trends
Supporting the Country Treasurer in compiling a capital plan, which forecasts regulatory and economic capital demand & supply across business units over a 3-year planning horizon while assessing if the forecast capital position meets regulatory and Board approved targets
Determining capital buffers and performing Cost of Equity calculations in line with Absa Treasury principles and methodology
Supporting initiatives in the move to a Basel III regulatory environment
ASSET & LIABILITY MANAGEMENT (ALM) (20%)
Supporting the Country Treasurer in managing the banks ALM process
Achieving an appropriate risk profile within Group standards and risk tolerances by centralizing, netting, and hedging all manageable risk via the Treasury Execution Services (TES) desk
Measuring, analysing and interpreting interest rate risk in the banking book
Performing margin compression analysis
Performing structural analysis and adjustment of all balance sheet items
Ensuring all behavioural assumptions (including pre-payment assumptions) are in line with Absa Treasury guidelines
FUNDS TRANSFER PRICING (FTP) (15%)
Supporting the Country Treasurer in managing the banks FTP process
Ensuring FTP guides business (Retail, Corporate and Trading) behaviour and immunizes businesses from market risk as far as possible
Ensuring Absa liquidity premiums are incorporated in all FCY pricing by business
Maintaining all pricing assumptions to ensure FTP rates are aligned to, or will align the balance sheet to, required interest rate and liquidity risk profiles
As part of the NPA process, assign the appropriate FTP rate to new products after assessing interest rate and liquidity behavioural profiles
ALCO PROCESS (20%)
Supporting the Country Treasurer in managing the banks ALCO process
Timely production of the monthly ALCO pack to required standards in conjunction with internal stakeholders (Risk, Finance and Credit)
Co-ordination of contributions and business proposals on behalf of ALCO members
Supporting Country Treasurer in executing the functions of ALCO Secretary
LIQUIDITY & FUNDING (20%)
Daily management of bank’s Liquidity and Funding and sharing the daily end of day position to Treasury management
Supporting the Head of Treasury execution in formulating strategies to manage banks Liquidity and Funding position Optimally.
Ensuring appropriate funding profiles are achieved (diversification of funding base and lengthening of the funding profile)
Supporting the Treasury management in compiling an annual funding plan which is tracked monthly, with a challenge-and-review process against business STP and RAF forecasts to be presented at monthly ALCO
Monitoring and reporting on adherence to all regulatory and internal funding requirements and limits as maintained by TES
Ensuring all behavioural assumptions from a liquidity perspective are in line with Absa Treasury guidelines
Responsible for the bank’s Liquidity Risk Appetite setting
Responsible for liquidity stress testing
PERSONAL DEVELOPMENT
Actively managing one’s own technical and soft skills development
Researching, identifying and proposing training solutions to senior management for one’s own development
Risk and Controls Objectives
Manage risk and control effectively by applying applicable risk frameworks and embedding a positive risk culture
Understanding of own role in the end-to-end processes in which you play a part, including applicable risks and controls.
Adhere to Absa’s policies and procedures applicable to own role, demonstrating sound judgement and responsible risk management.
Report all risk events / incidents / issues using the defined process for your business area and help to understand why these happened and how to prevent them in future. Proactively look for ways to improve the control environment by considering what could go wrong in the processes you operate and how errors could be prevented.
All mandatory training completed to deadline
Knowledge of the Bank’s products, services, and policies and/or another specialized knowledge required to undertake the role:
ESSENTIAL
Understanding of the policies, procedures, and ethical requirements of a Treasury environment
Knowledge of interest rate risk management including structural and behavioural analysis
Knowledge of liquidity and funding risk management
Knowledge of capital risk management
Knowledge of financial markets and economic fundamentals
Knowledge of treasury, retail, corporate and capital markets products
Excel competency
Communication skills
PREFERRED
A detailed knowledge of the Treasury Balance Sheet Management Understanding of banking across segments
Ability to influence decisions with ability to lead strategy on future initiatives
Ability to perform balance sheet behavioralist
Ability to ftp pricing curves and drive desired balance sheet behaviour
Absa Values
Absa’s Values and Behaviours represent the set of standards which governs the actions of all of us who work for the bank and against which the performance of every one of us in Absa are being assessed and rewarded:
Trust
Resourceful
Stewardship
Inclusive
Courage
Education
Higher Diplomas: Business, Commerce and Management Studies (Required)
Job Summary
To be responsible for the in-country Balance Sheet Management functions of Asset and Liability Management, Execution Services, Investment, Liquidity and Funding, and Capital.
Job Description
Key Responsibilities:
CAPITAL MANAGEMENT (20%)
Supporting the Country Treasurer in managing the banks’ capital position
Ensuring adherence to Capital Management policies and in-country regulatory and Board approved capital targets
Engaging with Finance teams to understand balance sheet reconciliation and trends
Supporting the Country Treasurer in compiling a capital plan, which forecasts regulatory and economic capital demand & supply across business units over a 3-year planning horizon while assessing if the forecast capital position meets regulatory and Board approved targets
Determining capital buffers and performing Cost of Equity calculations in line with Absa Treasury principles and methodology
Supporting initiatives in the move to a Basel III regulatory environment
ASSET & LIABILITY MANAGEMENT (ALM) (20%)
Supporting the Country Treasurer in managing the banks ALM process
Achieving an appropriate risk profile within Group standards and risk tolerances by centralizing, netting, and hedging all manageable risk via the Treasury Execution Services (TES) desk
Measuring, analysing and interpreting interest rate risk in the banking book
Performing margin compression analysis
Performing structural analysis and adjustment of all balance sheet items
Ensuring all behavioural assumptions (including pre-payment assumptions) are in line with Absa Treasury guidelines
FUNDS TRANSFER PRICING (FTP) (15%)
Supporting the Country Treasurer in managing the banks FTP process
Ensuring FTP guides business (Retail, Corporate and Trading) behaviour and immunizes businesses from market risk as far as possible
Ensuring Absa liquidity premiums are incorporated in all FCY pricing by business
Maintaining all pricing assumptions to ensure FTP rates are aligned to, or will align the balance sheet to, required interest rate and liquidity risk profiles
As part of the NPA process, assign the appropriate FTP rate to new products after assessing interest rate and liquidity behavioural profiles
ALCO PROCESS (20%)
Supporting the Country Treasurer in managing the banks ALCO process
Timely production of the monthly ALCO pack to required standards in conjunction with internal stakeholders (Risk, Finance and Credit)
Co-ordination of contributions and business proposals on behalf of ALCO members
Supporting Country Treasurer in executing the functions of ALCO Secretary
LIQUIDITY & FUNDING (20%)
Daily management of bank’s Liquidity and Funding and sharing the daily end of day position to Treasury management
Supporting the Head of Treasury execution in formulating strategies to manage banks Liquidity and Funding position Optimally.
Ensuring appropriate funding profiles are achieved (diversification of funding base and lengthening of the funding profile)
Supporting the Treasury management in compiling an annual funding plan which is tracked monthly, with a challenge-and-review process against business STP and RAF forecasts to be presented at monthly ALCO
Monitoring and reporting on adherence to all regulatory and internal funding requirements and limits as maintained by TES
Ensuring all behavioural assumptions from a liquidity perspective are in line with Absa Treasury guidelines
Responsible for the bank’s Liquidity Risk Appetite setting
Responsible for liquidity stress testing
PERSONAL DEVELOPMENT
Actively managing one’s own technical and soft skills development
Researching, identifying and proposing training solutions to senior management for one’s own development
Risk and Controls Objectives
Manage risk and control effectively by applying applicable risk frameworks and embedding a positive risk culture
Understanding of own role in the end-to-end processes in which you play a part, including applicable risks and controls.
Adhere to Absa’s policies and procedures applicable to own role, demonstrating sound judgement and responsible risk management.
Report all risk events / incidents / issues using the defined process for your business area and help to understand why these happened and how to prevent them in future. Proactively look for ways to improve the control environment by considering what could go wrong in the processes you operate and how errors could be prevented.
All mandatory training completed to deadline
Knowledge of the Bank’s products, services, and policies and/or another specialized knowledge required to undertake the role:
ESSENTIAL
Understanding of the policies, procedures, and ethical requirements of a Treasury environment
Knowledge of interest rate risk management including structural and behavioural analysis
Knowledge of liquidity and funding risk management
Knowledge of capital risk management
Knowledge of financial markets and economic fundamentals
Knowledge of treasury, retail, corporate and capital markets products
Excel competency
Communication skills
PREFERRED
A detailed knowledge of the Treasury Balance Sheet Management Understanding of banking across segments
Ability to influence decisions with ability to lead strategy on future initiatives
Ability to perform balance sheet behavioralist
Ability to ftp pricing curves and drive desired balance sheet behaviour
Absa Values
Absa’s Values and Behaviours represent the set of standards which governs the actions of all of us who work for the bank and against which the performance of every one of us in Absa are being assessed and rewarded:
Trust
Resourceful
Stewardship
Inclusive
Courage
Education
Higher Diplomas: Business, Commerce and Management Studies (Required)