• Market Risk Officer Job at African Management Services Company (AMSCO)

  • Posted on: 11 December, 2016 Deadline: Not Specified
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  • A leading expert on the unique and extreme challenges that scarcity of human capital in Africa poses, African Management Services Company (AMSCO) has been providing human capital solutions to African industries for more than 25 years. We work with a wide variety of clients ranging from private and public investors, SMEs and large companies through to industry associations and governmental organizations with a vision to grow African businesses - assist them to become globally competitive, profitable and sustainable. AMSCO grew out of the African Training and Management Services Project (ATMS), a joint initiative of International Finance Corporation (IFC), United Nations Development Programme (UNDP) and African Development Bank (AfDB). Specialties Talent Management (Management Placement and Recruitment), Capacity Development (Training), Technical Assistance Programmes
     

    Market Risk Officer

     

    The main focus areas of this role are:

    1. Responsible for Treasury middle office duties.
    2. Ensure Effective Risk Controls and Support the ALM Risk function.
    3. Undertake Internal & External Research and Analysis

    Responsibilities:

    • Responsible for Controlling on a daily basis dealer Trading Limits
    • Responsible for Controlling on a daily basis Bank’s counterparty Limits
    • Responsible for Controlling on a daily basis overnight limits exposures & limit excesses to the line manager
    • Reporting daily on both secured & unsecured  counterparty lines utilization to the line manager and Collaterals obtained
    • Ensuring that the Mark-To-Mark values of Forwards and Swaps are updated and reflective of market prices
    • Spool and Confirm all applied rates on newly booked  Fixed Deposits in IGOR
    • Prepare Group Control Chart reports and IFC covenant reports
    • Daily Computation and Submission of Mean Rates for System FX Revaluation
    • Prepare ALM Risk Material for the Asset and Liability Committee (ALCO) and the Board Sub-Committee on Risk management
    • Maintain a database of Financial and Economic data and assist in various assignments
    • Support the Treasury front and back office.
    • Support the Strategic Management process with internal and external research and analysis
    • Perform  other duties that may be assigned from time to time.
    • Conducting Stress tests on Interest rate, Foreign exchange and Liquidity
    • Development of robust valuation and risk measurement models for various trading products e.g. Value at Risk 
    • Review the correctness of the market data loaded in treasury software and take ownership of maintenance historical database on yields, exchange rates, volatilities etc.
    • Revalue and mark to market of government securities
    • Daily monitoring of the Blotters on deals booked and advising on any findings
    • Monitoring adherence of all market risk and Treasury policies and procedures and reporting of exceptions.
    Qualification and Experience:
    • A minimum of  first degree in Finance / Economics/ Mathematics/ Statistics or its equivalent.
    • 3 years  experience  in the  banking industry 
    Know how:
    • Advanced Excel skills and analytical background
    • Finance and/or Economics background.
    • Report writing skills
    • Research Methodology & Data Analysis
    • Strong ability to prepare and present data in a visually appealing and easy to understand manner

    Behaviour:

    • Results oriented
    • Be creative/ innovative
    • Possess strong interpersonal  skills
    • Strong communication skills
    • Strong analytical skills
    • Appreciate business issues and always operate with a profit making predisposition.

    Method of Application

    Interested and qualified? Go to African Management Services Company (AMSCO) career website on www.placementpartner.co.za to apply

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