Job Description

Our
reputable client is looking for a Treasury Risk Officer who will be responsible for
market risk monitoring and management in the Treasury division - Interest rate
risk, credit risk, liquidity risk, currency risk and propose financial risk
management strategies including Asset and Liability Management. Aggregate the
measurement of risk based on overall distribution of portfolio values at a
given horizon in the future. Act as a Technical resource to the Front office in
terms of research and development of trading strategies. Collaborate with Enterprise
wide risk management Division in the independent monitoring of Treasury
division Risk. Responsible for Compliance to Treasury Policy through
Identification, monitoring and quantification of financial risk as required by
the Treasury Policy.

Duties
and Responsibilities:

• Measuring and monitoring of impact of Interest Rate
  movements on the portfolio- stress testing.
• Supporting the Development of a Cash flow forecast
  and short-term liquidity management to ensure Corporation is always optimally
  funded.
• Credit risk limit monitoring e.g. credit rating and
  financial stability of counterparties.
• Accounting reconciliations of positions on a real
  time basis and sourcing of mark to market rates for valuation of securities
  purposes independently of front office.
• Ensuring compliance of Treasury with all necessary
  regulations and reporting requirements.
• Reviewing the assets and liabilities matching
  profile and determine the level of interest rate mismatch.
• Proposing financial risk management strategies e.g.,
  Hedging strategies to front office.
• Research and analyse financial markets and interest
  rate outlook and monitor implementation in investment decisions.
• Collate and create a database for access to the organisation’s
  staff and stakeholders.