* Monitoring and reporting on Treasury's compliance/performance concerning the Treasury Risk Management Framework.
* Enhancing the controls environment/practices (preventative and detective controls);
* To raise concerns about practices, behaviors, and possible breaches of policies and guidelines to the Manager – Treasury Risk, Head of Treasury Risk and/or the CRO.
* Provide forecasts and unique insights to support Treasury and Risk decision-making.
* Assist in developing the tools and measures to ensure the bank has meaningful insights into its Interest Rate Risk, Liquidity, Capital and regulatory positions.
* Creating and maintaining risk registers/logs and overseeing the closure of open action points.
* Updating the department on domestic and international developments and events that could impact Treasury-related practices (e.g., Banking Committee of Banking Supervision good practice guidelines, etc.) and raising awareness and act on the knowledge.
Intermediate level post-graduate with 5 years' experience in risk management (or consultant) or ALM
• Experience in a banking or financial institution (Risk, Business Portfolio Analysis or Finance), including market risk and / or liquidity risk regulatory calculations and production of management information and reports;
• Good appreciation of interest rate risk and liquidity risk modelling.
• Broad familiarity with stress-testing (regular and episodic e.g., ILAAP, ICAAP).
• Familiarity with the operations of prudential risk management.
• Skilled in the visualisation of data and selecting appropriate chart types to inform management
• Good communication skills, and the ability to write and speak on technical issues to a non-technical audience
• Knowledge of statistical and mathematical concepts such as Monte-Carlo and time series models.
• Skilled with Microsoft Excel, including creation of spreadsheets. Experience of MS-Access and/or SQL development would be helpful.
• Risk data quality and management
• Exposure to "R" and "Python" for coding