ALM Specialist (Contract/Perm)
Datafin Recruitment
Cape Town, Western Cape, ZA
5d ago
source : Careers24

ENVIRONMENT : A leading fast-paced Financial Services Group seeks the expertise of a solutions-driven ALM Specialist with the creative ability to design new financial models.

The responsibility of the Asset Liability Management (ALM) function and its ALM Analysts will include financial management, developing and maintaining financial models to support the treasury risk management framework, assessing variance and sensitivity analysis and reviewing conditions impacting liquidity and interest rate risk.

The ALM function requires the incorporation of best practice governance by ensuring compliance with shareholder reporting requirements.

Duties :

  • Assist in the disciplines of ALM across multiple entities.* Prepare and present monthly funding requests across multiple entities.
  • Prepare and maintain financial models that monitor and manage liquidity risks (limits, tenors, maturities) and interest rate risks (limits, rate resets and market events).
  • Assist in annual reviews of Asset Liability Committee (ALCO) policies and making recommendations on updates.* Assist in preparation of ALCO presentation packs.
  • Compile monthly Treasury Forums (monitor and make recommendations based on measurement metrics defined by ALCO policy).
  • Prepare and monitor monthly shareholder reporting and ad-hoc shareholder reporting, ensuring compliance with European Central Bank requirements.
  • Participate in KYB (Know Your Bank) processes on external bank counterparts across the region.* Where relevant (depending on the relevant entity within the region) : * Assist in the preparation and recommendation of a funding plan to the Board of Directors, supported by ALCO.
  • Understanding of and assisting on the implementation of, funding lines and legal agreement reviews.* Understanding of and assisting on the implementation of securitisations.
  • External reporting.* Investor Relations Packs.* Semi-annual review process by rating agencies.* Annual review processes by external funders.
  • Manage roll over liquidity events - assist with funder credit approval and review processes.* Build relationships internally (across business units, and with shareholder) as well as externally (funders, rating agencies) in order to meet various deliverables.
  • Be informed across multiple markets and assist in completing analyses of markets within which the region's entities operate.
  • Requirements :

    Qualifications CA (SA) or equivalent - B.Com Honours in Financial Statistics / Maths / B.Bus Sc Actuarial.Experience / Skills* Advanced Excel user.

  • Minimum of 3-5 years relevant experience - advantageous.* Exposure to financial treasury management - advantageous.* Knowledge of loan / and or card portfolios - advantageous.
  • Knowledge of qualitative credit risk management and quantitative credit risk methodologies - advantageous.ATTRIBUTES : * Strong analytical, strategic and creative problem-solving skills.
  • Deadline-driven and ability to work under pressure.* Self-monitoring, personal management & self-discipline.* Ability to excel in a fast-paced changing environment.
  • Excellent communication skills and ability to interact at all levels.* Capacity to collaborate, integrate & facilitate teamwork.
  • Impeccable attention to detail.* Ability to maintain a high level of confidentiality.While we would really like to respond to every application, should you not be contacted for this position within 10 working days please consider your application unsuccessful.
  • COMMENTS : When applying for jobs, ensure that you have the minimum job requirements. Only SA Citizens will be considered for this role.

    If you are not in the mentioned location of any of the jobs, please note your relocation plans in all applications for jobs and correspondence.

    Please e-mail a word copy of your CV to michelle datafin.com and mention the reference numbers of the jobs. We have a list of jobs on http : / / www.

    datafin.com . Datafin IT Recruitment - Cape Town Jobs.

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