The main focus areas of this role are:
Responsible for Treasury middle office duties.
Ensure Effective Risk Controls and Support the ALM Risk function.
Undertake Internal & External Research and Analysis
Responsibilities:
Responsible for Controlling on a daily basis dealer Trading Limits
Responsible for Controlling on a daily basis Bank’s counterparty Limits
Responsible for Controlling on a daily basis overnight limits exposures & limit excesses to the line manager
Reporting daily on both secured & unsecured counterparty lines utilization to the line manager and Collaterals obtained
Ensuring that the Mark-To-Mark values of Forwards and Swaps are updated and reflective of market prices
Spool and Confirm all applied rates on newly booked Fixed Deposits in IGOR
Prepare Group Control Chart reports and IFC covenant reports
Daily Computation and Submission of Mean Rates for System FX Revaluation
Prepare ALM Risk Material for the Asset and Liability Committee (ALCO) and the Board Sub-Committee on Risk management
Maintain a database of Financial and Economic data and assist in various assignments
Support the Treasury front and back office.
Support the Strategic Management process with internal and external research and analysis
Perform other duties that may be assigned from time to time.
Conducting Stress tests on Interest rate, Foreign exchange and Liquidity
Development of robust valuation and risk measurement models for various trading products e.g. Value at Risk
Review the correctness of the market data loaded in treasury software and take ownership of maintenance historical database on yields, exchange rates, volatilities etc.
Revalue and mark to market of government securities
Daily monitoring of the Blotters on deals booked and advising on any findings
Monitoring adherence of all market risk and Treasury policies and procedures and reporting of exceptions.
Qualification and Experience:
A minimum of first degree in Finance / Economics/ Mathematics/ Statistics or its equivalent.
3 years experience in the banking industry
Know how:
Advanced Excel skills and analytical background
Finance and/or Economics background.
Report writing skills
Research Methodology & Data Analysis
Strong ability to prepare and present data in a visually appealing and easy to understand manner
Behaviour:
Results oriented
Be creative/ innovative
Possess strong interpersonal skills
Strong communication skills
Strong analytical skills
Appreciate business issues and always operate with a profit making predisposition.
