Job Summary:

• Run cash management process, create wire and asset transfers
• Coordinate investment orders to invest available cash, respond to a variety of problems and inquiries
• Support multi-disciplined teams on notional cash inquiries
• Work closely with various team across the organization to ensure all portfolio liquidity and regulatory requirements are addressed
• Resolve complex internal problems with regard to notional cash, reinsurance funding levels and income sweeps
• Run daily /weekly/ quarterly reports to ensure that investment metrics are monitored and in compliance with established targets, including asset mix, interest rate risk, credit quality, and liquidity
• Provide support to investment finance and the business units explaining cash positioning and movements quarter to quarter
• Create client investment reports for quarterly presentations
• Create new tools to monitor investment performance and risk metrics
• Synthesize investment, business, legal and compliance knowledge to problem solve and improve processes
• Create operational efficiency and ensure consistent and effective controls are in place
• Develop value-added reporting including trends in portfolios, across portfolios and asset classes

Skills on Resume:

• Cash Management (Hard Skills)
• Investment Coordination (Hard Skills)
• Problem Solving (Soft Skills)
• Interdepartmental Collaboration (Soft Skills)
• Financial Reporting (Hard Skills)
• Client Reporting (Soft Skills)
• Data Analysis and Tool Development (Hard Skills)
• Process Improvement (Soft Skills)

Job Summary:

• Create and maintain liability-driven investing models
• Create and updates strategic asset allocation models
• Design risk budgeting framework to improve risk adjusted returns and understanding of true risk exposures
• Conduct risk factor analysis of cash flows and designs optimal hedging strategies
• Provide quantitative analysis to support formulation and implementation of asset-matching or hedging techniques and services
• Quantify the effectiveness of hedging strategies in place and propose enhancements as market conditions change
• Identify, assess and monitor the ALM strategies
• Develop the appropriate measures and strategies that effectively manage risk
• Determine priorities, set objectives and procedures to accomplish goals
• Decide within authority and elevate recommendation to higher authority for decisions outside own authority, e.g. hedging or investment decisions

Skills on Resume:

• Financial Modeling (Hard Skills)
• Risk Management (Hard Skills)
• Quantitative Analysis (Hard Skills)
• Performance Evaluation (Hard Skills)
• Asset-Liability Management (ALM) (Hard Skills)
• Risk Assessment and Management (Hard Skills)
• Decision-Making (Soft Skills)
• Communication and Collaboration (Soft Skills)

Job Summary:

• Take a hands-on role in the development of robust ALM risk models for structural interest rate risk (SIRR) in the banking book, customer behavior, macroeconomic factors, and internal capital models
• Communicate with model users, risk teams, and business lines to understand model purpose and usage
• Assist team members with various ad-hoc analyses, model development, documentation, reporting, preparation of materials
• Develop new models or enhance existing models, typically in Python
• Prepare model documentation and implementation and support the model validation process and ongoing maintenance of models
• Execute model runs on a regular basis for reporting and performing corresponding analyses
• Become an active member of the team including DandI initiatives and communities
• As the subject matter expert and deep specialist accurately implement the required IRRBB setups in the QRM ALM system to ensure quality control
• Develop a thorough understanding of the South African economy to interpret the economic conditions and provide expert advice on the position of the balance sheet
• Remain proficient and knowledgeable of best practice in the focus areas of IRRBB and provide the necessary recommendations for adaptation and improvement
• Monitor and control the risk management process for IRRBB to ensure that all types of IRRBB are monitored, measured and managed, including gap risk, endowment risk, basis risk and optionality risk

Skills on Resume:

• Quantitative Modeling (Hard Skills)
• Communication (Soft Skills)
• Analytical (Hard Skills)
• Programming (Hard Skills)
• Documentation & Reporting (Hard Skills)
• Financial Risk Management (Hard Skills)
• Economic Expertise (Hard Skills)
• Continuous Learning (Soft Skills)

Job Summary:

• Support the transformational strategy across Interest Rate Risk and Funds Transfer Pricing to ensure the design and build of a best in class ALM function and meets the Consent Order objectives as they relate to Citi's transformation
• Assist with the review of key internal and external Interest Rate Risk and FTP methodology, metrics, reporting and modeling to ensure alignment with Citi's strategy
• Represent the ALM functional group across the global Consent Order transformational programs to ensure alignment with the ALM strategy and key dependencies
• Support the rollout and coordination of a new global FTP engine and methodology across functional groups within Treasury, Business and Technology
• Leading detailed discussions with senior stakeholders explaining key changes in the process, methodology and funding rates
• Support IRR methodology and model transformation efforts and coordinate with the Head of IRR, Head of FTP, Head of BSSO and Head of ALM, while leveraging input from other key stakeholders
• Assist the IRR team in design requirements and implementation of an integrated forecasting platform partnering across Treasury, PPNR, Capital Planning, Finance and Technology
• Recommend, obtain consensus, and oversee complex strategic initiatives including execution of remediation plans of regulatory and Internal Audit commitments
• Identify interdependencies impacting metrics, methodology and models across programs and initiatives to provides recommendations
• Combining or connecting programs and initiatives to achieve greater target state capabilities
• Prepare and communicate presentations to Bank Regulators (FRB, OCC and FDIC)
• Develop and present materials to Senior Executives and C-Suite regularly
• Build a strong talent base and drive employee engagement and retention, enhancing leadership opportunities and providing coaching and mentoring to team members across all levels
• Provide analytical thought required to resolve issues in a variety of complex situations

Skills on Resume:

• Financial Risk Management (Hard Skills)
• Strategic Alignment (Soft Skills)
• Stakeholder Management (Soft Skills)
• Project Management (Hard Skills)
• Leadership and Communication (Soft Skills)
• Team Building and Talent Development (Soft Skills)
• Analytical Thinking (Hard Skills)
• Regulatory Compliance (Hard Skills)

Job Summary:

• Support the annual Internal Liquidity Adequacy Assessment Process (ILAAP) including preparation of governance committee presentations
• Support the development and delivery of the Bank’s forward looking Funding Strategy and monitor execution of the plan
• Support the identification, evaluation and reporting of current and future interest rate, earnings and liquidity risks.
• Support the review and challenge of the monthly stress test assessment for onward reporting to ALCo
• Monitor liquidity key early warning indicators and deliver high quality and insightful MI for use by ALCo, Senior Management and various Governance Committees
• Co-ordinate ALCo including agenda, MI packs/papers and action plans
• Build and maintain collaborative working relationships, in particular with central finance functions
• Participate in ALM projects and process initiatives alongside other subject matter experts (regulatory change, ICAAP, Recovery Planning, Resolution planning)

Skills on Resume:

• Financial Analysis (Hard Skills)
• Presentation Skills (Soft Skills)
• Risk Management (Hard Skills)
• Stress Testing (Hard Skills)
• Management Information Reporting (Hard Skills)
• Coordination and Organization (Soft Skills)
• Stakeholder Management (Soft Skills)
• Project Management (Hard Skills)

Job Summary:

• Establish and oversee the policies under which new business and in-force assets and liabilities are managed, such as interest rate risk and cash flow matching risks
• Execute various firm-wide transfer pricing processes and ensure retained costs and balance sheets in Treasury are minimal through an effective allocation process.
• Work with Finance, Actuarial and Risk functional leaders to develop and implement optimal ALM strategy for various lines of business
• Responsibilities include coordination of market risk management framework through ALM Working Group, implementation of ALM policies and limits
• Developed asset and liability benchmarks for the annuity and life segments
• Partner with product development/management to mitigate market risks embedded in insurance policies
• Contribute to asset allocation process within risk limits and constraints.

Skills on Resume:

• Financial Risk Management (Hard Skills)
• Transfer Pricing Expertise (Hard Skills)
• ALM Strategy Development (Hard Skills)
• Market Risk Coordination (Hard Skills)
• Benchmark Development (Hard Skills)
• Product Risk Mitigation (Hard Skills)
• Asset Allocation Proficiency (Hard Skills)
• Interdisciplinary Collaboration (Soft Skills)

Job Summary:

• Calculate, compile and submit the SBSA IRRBB section of the SBSA Internal Capital Adequacy and Assessment Process (ICAAP) to the SARB
• Calculate, compile and submit the SBSA IRRBB reporting to SBG committees as required to enable effective and informed decision making at executive level within SBSA
• Calculate, compile and submit all other Standard Bank South Africa regulatory, internal and external IRRBB reporting to enable monitoring and disclosure of the risk position
• Lead discussions with business units and ALCO on the formulation of endowment hedging strategies, including the calculation of the potential impact based on historical information as well as under scenarios
• Develop and present training to Treasury Capital Management (TCM), business segments and ALCO members on IRRBB concepts to enhance the capability and understanding of IRRBB within SBSA
• Liaise directly with managers, senior managers and executive leaders across the various Client Segments and Client Solutions to obtain information in order to populate the Quantitative Risk Management (QRM) Asset and Liability Management (ALM) system setup for use in the calculation of IRRBB metrics
• Establish and maintain effective relationships with Treasury, Risk and Business stakeholders at peer and executive management levels in order to influence strategic decisions based on detailed analysis of SBA's Interest Rate in the Banking Book
• Act as the subject matter expert on IRRBB attributes, setups and market data in the QRM ALM system in order to train staff on QRM system setups, understanding and utilization of the IRRBB sensitivities generated from QRM
• Review and scrutinize the inputs to and results obtained from the Quantitative Risk Management ALM system to ensure all IRRBB metrics are accurately calculated for the relevant group banking entities

Skills on Resume:

• Financial Analysis (Hard Skills)
• Regulatory Compliance (Hard Skills)
• Communication (Soft Skills)
• Risk Management (Hard Skills)
• Relationship Building (Soft Skills)
• Analytical Thinking (Hard Skills)
• Technical Proficiency (Hard Skills)
• Attention to Detail (Soft Skills)