Portfolio Manager at Rand Merchant Bank

• This role entails providing full treasury, pricing, portfolio management, market risk and methodology valuation functions for specific projects within TTS.

Are You Someone Who Can:

• Quantify interest and currency rate risk and advise and execute the most efficient, cost-effective hedges to mitigate quantified interest rate and currency risks.
• Quantify, execute and manage interest and currency rate risk within approved limits to optimise bottom line.
• Act as an intermediary between client and market to offer the best, most efficient and cost-effective client solution.
• Assist with the establishment of methodologies to manage liquidity.
• Manage physical liquidity requirements for both RMB TTS balance sheet and off-balance sheet structures such as conduits.
• Price the cost of liquidity.
• Physically implement trades to secure liquidity requirements.
• Understanding of LCF and NSFR requirements.
• Understand contractual, behavioural and stressed liquidity.
• Liquidity modeling and reporting.
• Analyse booked deals and manage those positions on the system, hedging interest rate and currency risks involved.
• Adjust hedges to take the effects of tax into account.
• Ensure daily PnL queries are cleared, and bookings are done by month end for all off balance sheet vehicles where we have external investors.
• Interact daily with FRM function in TTS from a pricing, portfolio and treasury risk management perspective.
• Where there is a strategic need for the business to focus its attention in a specific area that touches on expertise within the team, consultant, advise and/or implement strategic solutions.
• Build credit, capital, funding and hedging models.
• Determine valuation and pricing methodologies, including ways to calculate liquidity pricing.
• Produce independent product valuations (e.g. for hedges and assets).
• Take responsibility for pricing, trading, booking, valuation and product execution where required.
• Implement transactions where required.
• Analyse the data and identify ways to improve reporting in order to assist the business to make decisions.
• Represent the function at various internal committees.
• Provide ad hoc and formal pricing training.
• Engage with internal stakeholders to understand their needs, make presentations and resolve ongoing queries and issues.
• Engage with internal and external auditors to provide information, discuss findings and resolve outstanding issues.
• Integrate opinions and information provided by various sources to make strategic decisions.
• Promote co-operation in working with others to achieve shared goals.

You Will Be An Ideal Candidate If You:

• have a relevant mathematical / quantitative degree (post-graduate degree preferable)
• 2+ years’ experience in a quantitative role, preferably in a CIB environment ​

You Will Have Access To:

• Opportunities to network and collaborate
• Challenging Work
• Opportunities to innovate

Deadline:4th February,2026