Treasury and Market Risk Officer

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Job Summary

Reporting to the Absa Bank Mozambique Head of Treasury and Marker Risks (2LOD) is a key strategic
position that influences the Bank’s direction in managing the Principal Risk portfolio.

The Market Risk Officer (2LOD) will be responsible for conducting Risk analysis under Traded and Non
traded Market Risk, Lquidity and Capital risk control environment around Global Markets and Treasury
businesses in Absa Bank Mozambique.

It will also be required tomonitoring and challenging the direction of the firm’s own investment portfolio, by
conducting analysis and stresses to the risk profile.
Market Risk Officer (2LOD) oversees Traded Market Risk, Non-Traded Market Risk, Liquidity, Capital and
Pension Risks exposures for the bank, ensuring risk assessments and stresses to project any future
eventualities that might impact the business.


To succeed in this role, there is need to be a Market Risk analyst, with good understanding of current Banking
Regulations.

Job Description

Risk Control:

Provide second Line of defense risk assessment associated with (1) traded market risk, (2) liquidity, (3) capital and (4) interest rate risk (IRR), providing independent challenge of the business and supporting portfolio management. ▪ Manage the annual review and updates on framewoks and policies related to market and treasury risks. ▪ assessments on current and emerging issues for all business lines with regards to Treasury and Market Risks;

Risk Reporting / Monitoring:

Providing regular updates on market conditions and trends, and their implications to the organization;

Ensure that limit breaches are escalated according to policy and that management is provided with all information that is needed to make decisions;

Provide inputs for daily, weekly, monthly and other / ad hoc reports; this includes both quantitative and qualitative input;

Develop reports for any new Market Trends and assessments with proposed Bank solutions to reduce risk impacts;

Regulatory Compliance:

Stay abreast of regulatory developments related to liquidity risk, capital adequacy, and market risk management;

Ensure compliance with applicable regulatory requirements, including Basel II/III/IV regulations and other relevant guidelines;

Coordinate with regulatory agencies and internal Compliance and Audit Departments to address any compliance issues or concerns;

Risk Management:

Implement strategies to identify, assess, and mitigate treasury and market risks in alignment with the bank’s risk appetite and strategic objectives;

Provide independent oversight/reviews of the Treasury Department and Global Markets;

Build an understanding of Treasury and Market Risks requirements and the drivers thereof to provide business with insight to make trading / hedging decisions;

Conduct ad-hoc analysis and stress testing requested by management;

Collaborating on new product approvals, economic and regulatory capital models, model validations and regulatory relations for market risk management;

Risk Governance and Policy Compliance:

Maintain risk management policies, procedures, and frameworks for Market Risk ensuring alignment with Absa Group and regulatory requirements, and industry best practices;

Scenario Analysis and Stress Testing:

Conduct scenario analysis and stress testing to assess the potential adverse impact to Market Risk activities;

Incorporate environmental risk factors into market risk models and assessments to evaluate the impact of climate-related events on market volatility and asset prices;

Escalation and Resolution:

Escalate significant risk issues or concerns identified to Line Manager with recommendations for remedial actions or risk mitigations. ▪ Collaborate with the first line of defense and other stakeholders to address and resolve risk-related issues, ensuring that corrective measures are implemented effectively;

Training and Development:

Support in the preparation of the Training pack.

Education

Further Education and Training Certificate (FETC): Business, Commerce and Management Studies (Required)