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General Application
Executive / Senior Executive, Treasury Credit, Group Risk Management – GROUP RISK
Responsibilities:
  • Conduct in depth analysis of risk positions and exposures to ensure that material counterparty credit risks are monitored on a daily basis and reported to senior management on a timely basis
  • Be proactive in the investigation of risk positions to ensure all risks are fully understood
  • Provide support and ensure compliance with internal and external management information requirements in an accurate and timely manner 
  • Provide support to GM FO in respect of credit limit excess referrals and guidance on credit exposure calculation methods
  • Provide meaningful insights into portfolio data and reports for the GM portfolios for escalation to senior management, EXCO and various risk committees
  • Provide counterparty credit risk coverage of GM activities from a default risk perspective
  • To assist to ensure adequate risk visibility and control frameworks are in place
  • Participate in new product governance and development as it relates to counterparty credit risk in GM and ensure appropriate measurements and control measures are implemented 
  • Assist in the effective co-ordination and execution of Treasury Credit initiatives such as SA-CCR and CVA
  • Provide critical thinking on existing processes to drive continuous process improvement and deliver efficiency gains
  • Ability to interact with Front Office on challenging issues; must be able to balance the need to maintain a strong and supportive relationship with GM whilst maintaining independence and authority 
Requirements:
  • Has at least 3+ years experience in managing counterparty credit risk in derivatives gained through Treasury Front Office, or middle/back office.
  • Knowledge in Excel Macros Visual Basic for Applications (VBA) is an added advantage
  • Extensive and sound knowledge in GM products and associated risk systems.
  • Good quantitative and analytical skills with proficiency in using financial software/models
  • Excellent communication skills
  • M.B.A. - Finance or CFA or MSc Finance / Mathematics. Graduation in Engineering or Finance or Mathematics will be an added advantage. 

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