Main Purpose Statement
The primary purpose of the Manager: Asset Liability Management (ALM) includes financial management of the function, 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.
Key Responsibilities
- Manage and animate disciplines of ALM across multiple entities
- Monitor and implement monthly funding requests across multiple entities
- Prepare and maintain financial models reflecting liquidity risks (limits, tenors, maturities) and interest rate risks (limits, rate resets and market events)
- In charge of preparation of Asset Liability Committee (ALCO) presentation packs; annual review of ALCO policies and making recommendations on updates
- Coordinate 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
- Participation in KYB (Know Your Bank) processes on external bank counterparts across the region
- Where relevant (depending on the relevant entity within the region):
- Prepare and execute funding plans approved by Board of Directors
- Understand, implement funding lines and legal agreement reviews
- Prepare and send external reporting
- Coordinate investor Roadshow packs, working alongside BNP Paribas Investor Relations
- Prepare recurring review process by rating agencies and external funders
- Manage roll over liquidity events – assist with funder credit approval and review processes
- Semi-annual review process by rating agencies
- Annual review processes by external funders
- Building relationships internally (across business units, and with shareholder) as well as externally (funders, rating agencies) in order to meet various deliverables
- Being informed across multiple markets and assisting in completing analyses of markets within which the region’s entities operate
Key Competencies
- Business acumen
- Strong analytical, strategic and creative problem-solving skills
- Solution-orientated
- Deadline driven and ability to work under pressure
- Self-monitoring, personal management & self-discipline
- Creative ability
- 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
Qualifications, Skills and Experience
- CA (SA) or B.Com Honours in Financial Statistics/Maths/B.Bus Sc Actuarial or similar
- 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