Environment:

An innovative financial services company invites a treasury analyst to join its team to assume operational functions and develop and maintain statistical financial models to support the treasury risk management framework. The ideal candidate will be a qualified CA or those with B. Com Honours degrees in either financial statistics/maths/B.Bus Sc actuarial with at least three years’ experience and advanced Excel. Preference will be given to candidates who are immediately available. Please note this is an EE position.

Duties:

• Manage of roll over liquidity events.
• Alignment of funding agreements.
• Rolling funding matrix maintained.
• Basel Capital Adequacy model enhancement.
• ALCO and board presentations and calculations.
• Financial covenant and measurements review.
• Develop cash flow models for loans and card portfolios.
• Assistance on credit reviews with banks.
• Ownership of collation of rating documentation.
• Collation of various presentations (economic, results, ALCO, etc.).
• Analysis of competitive landscape and industry overview.
• Monthly reporting to the shareholder.
• Develop and maintain interest rate sensitivity models, including hedging costs.
• Funding cost analysis.

Requirements:

• CA (SA) or B. Com Honours in financial statistics/maths/B.Bus Sc actuarial.
• Minimum of three to five years’ relevant experience.
• Advanced Excel.
• Relational databases and programming languages such VB/SQL.

Knowledge of:

• Basel, NCA and IFRS.
• Loan/and or card portfolios.
• Qualitative credit risk management and quantitative credit risk methodologies.

Advantageous:

• CFA or part CFA.
• Exposure to financial treasury management.

Attributes:

• Strong analytical, strategic and creative problem-solving skills.
• Solution-orientated.
• Deadline driven and able to work under pressure.
• Creative ability to design new financial models.
• Able to excel in a fast-paced changing environment.
• Excellent communication skills and ability to interact at all levels.
• Able to think and act systemically.
• Capacity to collaborate, integrate and facilitate teamwork.
• Self-monitoring, personal management and self-discipline.
• Learning agility and adaptability.
• Impeccable attention to detail.
• 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 email a word copy of your CV to

moc.nifatad@ellehcim

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.

Posted on 06 Jul 12:24