TCIO - Corporate Treasury Senior Associate at JPMorgan Chase & Co.

JOB DESCRIPTION

Great opportunity to apply and develop your understanding of the local balance sheet and business and risk drivers and your knowledge of the impact on funding and regulatory requirements in cooperation with EMEA TCIO on Funding, FTP and Country, Credit, Counterparty and Market Risks.

As Corporate Treasury Senior Associate in Corporate TCIO team you will be responsible for working closely with the Treasurer to manage the daily funding and liquidity needs in the branch, executing transactions in the market, and assist in ensuring that the branch meets the Prudential Regulatory Requirements including the liquid asset requirement (LAR), local asset requirement, and regulatory and internal liquidity stress metrics. The role includes preparation of information for the local ALCO and other governance related committees with Treasury participation and undertaking of ad-hoc project work related to local stress-testing and funding, liquidity and risk management.

Job responsibilities

• Develops knowledge of South Africa money markets, and associated products such as fx swaps and repo.
• Analyses balance sheet flows and trends, assessing impact on funding gap and liquidity risk.
• Manages liquidity to ensure compliance with regulatory and internal liquidity ratios, limits and indicators.
• Manages banking book interest rate risk and market risk within assigned limits.
• Manages the entity’s funding position by transacting in the market.
• Supports the local governance frameworks, including preparation and updates for the local ALCO and Treasury related regulatory meetings.
• Assists the South Africa Treasurer on ad-hoc front-office projects and business initiatives such as cash flow and balance sheet analysis, systems implementation testing, etc.
• Liaises with cash management, middle office and operations teams to ensure accuracy of information and timely resolution of issues.
• Manages daily pricing and publishing of Funds Transfer Pricing (FTP) rates on loans and deposits.
• Manages daily P&L estimation for Treasury and Chief Investment Office positions

Required qualifications, capabilities, and skills

• Liquidity risk and balance sheet management experience.
• Strong quantitative and analytical background with understanding of fixed income/FX analytics.
• Confidence dealing with senior stakeholders in the branch.
• Detail-oriented and able to multi-task in a fast-paced environment.
• Ability to work independently.
• Strong written and verbal communication and presentation skills.
• Ability to contribute to a strong control and risk culture.

Preferred qualifications, capabilities, and skills

• Previous working experience in a Treasury, Asset-Liability Management role.
• Experience in Money Markets or FX fwd trading.