Funding and Liquidity Head

Description

• To deliver an efficient and optimally risk-adjusted bank funding structure within structural, liquidity risk and regulatory constraints to enable business to operate in an efficient and sustainable manner

Duties

• Drive and embed group policy and philosophy around funding and liquidity management to ensure a bank's ability to meet its obligations
• Deliver an efficient and risk-appropriate funding structure of the bank (through management of diversification per secured and unsecured, per segment, and per instrument
• Manage budgeted asset growth per currency with business
• Analyze flow of funds, trends and the economic incentives that result from those flows
• Forecast and plan actual and contingent funding
• Improve understanding of deposit dynamics via behavioral modelling
• Drive market development on solutions that impacts funding Performance measurement on the success of funding strategy
• Determine principles and develop frameworks for how different transactions will be handled and provide guidance and oversight as required
• Forecast funding needs of the bank in an efficient and risk-appropriate manner
• Calibrate and mark internal curves for fund transfer pricing and money market funding issuance
• Ensure that the bank meets funding regulatory metrics such LCR, NSFR and other internal funding metrics
• Coordinate Liquidity Contingency Plan
• Manage balance sheet capacity given funding requirements
• Manage balance sheet capacity in relation to the bank's ALM risk framework
• Collaborate with the Intraday Liquidity Management desk to ensure sufficient liquidity plan
• Partner with business segments in the development of deposit franchise through strong collaboration in liability product development
• Formulate strategy around the management and optimization of liquidity asset buffers to manage the costs thereof
• Manage team or teams in areas of responsibility in delivery against performance targets and achievement of wider human capital objectives

Requisites

• Finance or Quantitative-related Postgraduate Degree
• Preferred Qualification:
• Chartered Accountant CA(SA)/ Financial Risk Management FRM/ CFA
• Experience :
• 5 to 8 years relevant Bank Treasury experience
• Experience in leading a team is essential
• An understanding of financial markets, products and the pricing
• An understanding of risk, accounting, economic and balance sheet fundamentals
• Knowledge and passion to follow latest trends, news, economic environments (global and local)and ability to translate the impact of change on liquidity risk and risk appetite, and banking operations
• Experience in analytics
• High proficiency in Advanced Excel, VBA, PowerPoint and Word, and possess excellent communication skills (particularly written) and good organizational abilities

Notes

• Only shortlisted applicants will be contacted