ARO Treasury - Senior Specialist Treasury Execution Services page is loaded ARO Treasury - Senior Specialist Treasury Execution Services Apply remote type Hybrid locations Sandton time type Full time posted on Posted Today job requisition id R-15964860 Empowering Africa’s tomorrow, together…one story at a time. With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group. Job SummaryAbsa Regional Operations (ARO) Treasury is a critical function responsible for overseeing the treasury activities across 10 entities within the Absa Group. ARO Treasury's scope encompasses a range of key disciplines, including:• Funding and Liquidity Management• Capital Management• Funds Transfer Pricing• Interest Rate Risk Management• Financial Resource Management• Performance Management• Treasury Execution ServicesJob Description Through effective management of these disciplines, ARO Treasury plays a vital role in supporting the Absa Group's strategic objectives, managing risk, and optimizing financial performance across the regions. The Treasury Execution Services team is responsible for providing expert advice and support in overseeing treasury investment portfolios across ARO entities, focusing on liquidity risk, interest rate risk, credit risk and capital efficiency, while optimizing overall performance and ensuring alignment with risk appetite. Key Accountabilities Monitoring and Reporting Treasury Investment Approach Consider interest rate cycles and advise Investment Committee on revenue enhancement opportunities Simulate stress events and advise on impact on entity and Group losses and SARB RWA impacts Consider and evaluate timing of switching to HTC portfolios Develop and implement appropriate benchmark performance mandates for each country across ARO Review and refine benchmark performance mandates as needed Ensure entity ALCO approval of methodology and monitoring of performance to benchmark portfolios Consider adjustments required based on current and projected economic environment and regulations Establish and maintain benchmarking methodology documentation Ensure compliance with Group Treasury benchmarking standards and guidelines Performance Monitoring and Reporting Maintain and report on investment asset profiles (tenor, rates, currency) Provide monthly reports on actual performance of investment portfolios Report on opportunities to enhance performance and potential risks that need to be managed Governance Advise Investment Management Committee of performance to benchmark mandates, performance to plan, and potential performance and risk management enhancements Ensure alignment to sovereign risk appetite and support recommendations to relevant governance forums Report to Group Non-Traded Market Risk (GNTMR) on portfolio performance, risk sensitivities, and alignment to risk limits Report to ARO Treasury Committee on risk appetite alignment, portfolio performance and investment approach. FX Risk Management Assess the impact of FX risk in the banking book Consider enhancements to the hedging of FX risk Ensure compliance with FXBB policy Capital Efficiency Management Monitor and report on SARB RWA impacts on investment holdings Support entities in diversifying sovereign risks and aligning with Group risk limits Support entities in planning and interlocking with Group capital management on capital demands Interest Rate Risk Management Collaborate with the IRR management team to assess the impact of interest rate risk Consider enhancements to the interest rate risk hedge provided by the investment portfolio Trading Book Funding Support Provide key oversight on the Trading Book funding framework across ARO Treasuries Monitor compliance and consider enhancements to the Trading Book funding framework Education Postgraduate Degrees and Professional Qualifications: Financial Sciences (Required)Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.Absa Bank Limited reserves the right not to make an appointment to the post as advertised Similar Jobs (1) Treasury Analyst remote type Hybrid locations Sandton time type Full time posted on Posted Yesterday#J-18808-Ljbffr