The posting
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.



