Job Description

Senior Manager

Minimum Requirements

Education

• Matric and relevant tertiary qualification (Degree or Post Graduate Degree
• 8 to 10 years deep specialist experience within the banking industry, specifically in:

• • Liquidity Risk

  • Balance Sheet Management

  • Asset and Liability Management (ALM)

  • Interest Rate Risk in the Banking Book (IRRBB)

  • Forecasting and Management Accounting

• 8 to 10 years experience in:

  • Applying mathematical and statistical skills in designing and reviewing models

  • Automating models using SQL, SAS and/or VB

  • Understanding of OLAP and ability to design multi-dimensional analyses

• 8 to 10 years practical experience in:

  • ALM, Liquidity, Funds Transfer Pricing (FTP), and IRRBB

  • Designing and implementing solutions in a risk calculation engine

  • Overseeing data quality and managing implementation of related projects

Responsibilities

• Act as the subject matter expert in training and developing ALM risk engine users within the Treasury and Capital Management function.
• Collaborate with regional Balance Sheet Management teams to generate forward-looking risk data reports and automate regulatory processes.
• Ensure compliance with BSBC239 principles and data integrity requirements from Regulatory Bodies.
• Guide and monitor the Asset Liability Management Functional budget, ensuring effective control over expenditure.
• Develop and maintain the ALM Functional Framework (strategy, policy, process, standards,
• training, governance, etc.).
• Deliver accurate Liquidity and IRRBB metrics for internal and regulatory reporting, as well as consolidated Group returns.
• Lead training initiatives across countries and regions on the risk engine and enhance its usage across The Company.
• Participate in committees and forums to validate ALM Framework implementation and risk engine processes.
• Manage relationships with IT and ALM teams to meet reporting requirements and maintain data flow accuracy.
• Maintain and enhance risk engine procedures ensuring alignment with entity-specific and Group TCM standards.
• Research and evaluate in-country dynamics and regulatory environments for informed ALM decisions.
• Lead business assumption validation and behavioural profiling within the risk engine.
• Formulate and apply model assumptions based on deep business and ALM expertise (e.g., liquidity, IRRBB, FTP).
• Ensure ALM model data integrity and reporting congruence by testing input and output accuracy.
• Set best practices for monitoring compliance with TCM policies and standards via the risk engine.
• Validate sub-ledger data in collaboration with Finance and IT to ensure reconciliation with general ledgers.
• Engage internal and external stakeholders (Exco, entity execs, auditors, analysts, etc.) on ALM and technology stack matters.
• Lead accurate, timely production of management reports, stress testing, forecasts, and ALCO input.
• Define and execute risk technology strategy aligned with business needs through scenario modelling and analysis.
• Provide expert advice on ALM and Liquidity Risk, conduct training, and present in relevant forums and workshops.
• Liaise with software vendors to remain current on engine functionalities and lead Business/IT development efforts.
• Prepare monthly and daily ALM input for the Groups Annual Financial Statements ensuring accuracy.