Purpose
This role is responsible for accounting and financial Reporting of the Bank’s Treasury performance. The job holder will be the main contact person dealing with Regulator, External, Internal, and other stakeholders such as IFC, FMO on technical aspect of transactions.
As the Manager, Treasury Middle Office, you will be the first point of contact for treasury in undertaking complex transactions such as derivatives. You will perform independent impact analysis for Treasury transactions to Management looking at all aspects i.e. Liquidity, Interest rate risk, and Foreign Exchange.
Primary Responsibilities
Develop/Design appropriate reports to provide appropriate information which identifies the risk positions and profit and loss profile of Treasury
Prepare Models that help with product revaluation, Sensitivity analysis, Scenario Analysis, Stress testing to help with budgeting, MIS, ALCO decisioning.
Continuous monitoring of daily regulatory and internal exposures coming out of Treasury Products.
Conduct independent valuation of all Treasury products e.g. Interest Rate swaps, Forwards, FX Swaps, Bonds, Options, Overnight Index Swaps etc.
Develop robust valuation and risk measurement models for various trading products.
Produce TMO Pack documenting movements and highlighting P&L and Balance Sheet trends across the bank’s Treasury Products and Industry.
Conduct continuous Treasury business impact analysis/assessment
Re-engineer existing Product control processes so as to capitalize on improved systems capability and functionality.
Design/re-engineer exception based Treasury reporting.
Prepare Accounting entries and events related to Products that the bank supports.
Act as the contact person for treasury products internal and external reviews.
Coordinate resolution of issues with cross functional teams, including front office, market risk, and operations.
Ensure close liaison with other areas internal and external of Finance to ensure consistent adherence to policies and procedures.
Perform analysis for ad hoc requests regarding regulatory, valuation, risk and operational concerns.
Provide support in preparation of business cases for new opportunities and products for the Treasurer to be presented to Asset Liability Committee (ALCO).
Support group entities on matters reporting, accounting entries, system issues, reconciliations, and trainings on Treasury products.
Conduct technical coaching and training.
Person Specifications
A Bachelor’s Degree Finance/Accounting or related field.
CPA or ACCA & ACI Dealing certificate or Risk Management or ACI Treasury Operations.
Member of Associate of Kenya Institute of Bankers (AKIB) or its equivalent professional body.
At least 5 years’ relevant experience.
Excellent communication and interpersonal skills.
Excellent problem solving and decision making skills.
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