Liquidity Risk Analyst at Absa Group Limited (Absa)

Job Description

Accountability: Liquidity risk and Funding reporting

• Prepare daily / monthly liquidity Regulatory reporting and analytical packs for submission to the Regulator.
• Prepare responses to queries raised by the Regulator.
• Prepare other internal funding and liquidity reports to monitor, manage and mitigate liquidity risk.
• Prepare funding and liquidity dashboards / packs for inclusion in committee meetings for senior management to make effective decisions.
• Prepare funding and liquidity packs for rating agencies / Pillar 3 reporting and other external stakeholders.

Accountability:  Financial modelling / analysis

• Drive and deliver liquidity and funding ratio and process optimisation initiatives.
• Perform detailed analysis (trend, competitor and forecasts) on key liquidity metrics and ratios.
• Collect, interrogate and consolidate information from the Absa Regional Operations for monthly liquidity risk reporting at a Group level.
• Annually review relevant assumptions used in liquidity reporting to ensure they are appropriate.

Accountability: Business context 

• Develop an internal network within Absa Bank at different business units and within Group Treasury.
• Develop and expand an understanding of approaches used in the management of liquidity and funding risk.
• Provide support for meetings with auditors, ratings agencies and other parties as required.
• Assist with production of presentations on topics related to liquidity risk and funding for various audiences as required.

Education and Experience Required

• Relevant degree in Maths/Finance/Risk Management
• Prior banking experience (Treasury environment preferable)
• The role requires the suited candidate to be skilled in data manipulation