South Africa Bank Treasurer

Own the ZAR and USD ALM budgets and performance; steer structural interest rate and liquidity positions within approved limits

Optimise net interest income, margin and economic value across the banking book; oversee IRRBB (repricing, basis, optionality)

Use forecasts, scenarios and stress tests to guide positioning; advise ALCO on balance sheet strategy and management actions

Advise on SA liquidity and funding strategy in normal and stressed conditions; steer funding mix, tenor, concentration and cost

Set mandates with Global Markets for execution and risk transfer; oversee the Intra-day Liquidity Desk and controls

Own and manage the HQLA portfolio – asset allocation, duration, issuer concentration and liquidity positioning

Engage the Prudential Authority, SARB, industry forums and Finance, Risk, Legal, Tax, Compliance and Internal Audit

Maintain policies, controls and governance; escalate material risks and own audit actions to closure

Lead and develop a high-performing specialist Treasury team

Relevant postgraduate qualification in finance, economics, accounting or quantitative finance (Master’s degree preferred)

CA(SA), CFA or equivalent advantageous

Significant senior experience in bank treasury, ALM, liquidity, funding, capital or balance sheet management

Deep knowledge of SA interest rate, money market and FX markets; expertise in HQLA, ALM, liquidity, funding and IRRBB

Strong understanding of capital, RWA, funds transfer pricing and balance sheet economics

Track record leading specialist teams and engaging regulators, governance committees and senior executives