Head, Market and Liquidity Risk Management (FMCG) at Sigma Qualitas

Sigma Qualitas is recruiting to fill the position of:

Head, Market and Liquidity Risk Management (FMCG)

Job Description:

Processes Supported: Identification, Assessment,Monitoring and Reportingof Market and LiquidityRisk across the group.Group: Corporate CentreGroup Function: Risk ManagementJob grade: Senior Management

Job Purpose

The candidate taking this important role will be responsible for the development and establishmentof a system for liquidity risks management across the group ; development and ensuringimplementation of the liquidity management framework.The position requires an experienced and confident individual with proven management andleadership skills. The incumbent will be expected to have a detailed understanding of industrypractices and ideally have extensive hands-on experience in managing (contingent) liquidity risks in various financial angles.With one direct report initially, the role will work closely with Finance, treasury related units and will include ALM, liquidity modelling, liquidity risk and liquidity reporting

Duties & Responsibilities

Establishment and oversight of the groups strategic liquidity, including setting limits for key liquidity metrics, forecasting of the client's balance sheet including key liquidity ratios as appliable.Development and enforcement of liquidity risk management policyThe role will involve liaison with the various business across the group, senior management including the board as applicable and other risk management areas.Although the role will include delivery of regular reporting output; it however involves constantexploration of liquidity risk management issues within the business functions allocated and leading projects.The position requires the successful applicant to be able to work independently without micromanagement  and deliver results in a timely manner.You will be expected to provide high quality ALM management information. Your role will also be to challenge Finance/the Treasurer on matters such as the balance sheet forecast, ALM modelling assumptions, and ILAA type analysis.In addition, you will ensure that the group is supported with liquidity risk metrics on a timely basis and that liquidity and/ treasury policy is complied with and any breaches reported.Manage commodity pricing risk or foreign exchange fluctuationsManage the risk asset portfolio of the institutionThis is a high profile role which offers opportunities for both daily challenges and future development.

Key Performance Indicators

Identify and Quantify Market and Liquidity risks across the groupControl of liquidity positions and effective setting of limits in terms of ratios and projected net cashflows, analysis and test of alternative sources of liquidityControl of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency riskControl of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency riskIdentify and Quantify Market and Liquidity risks across the groupControl of liquidity positions and effective setting of limits in terms of ratios and projected net cashflows, analysis and test of alternative sources of liquidityControl of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency riskControl of interest rate risk and establishment of interest rate risk measurement techniques and Control of currency riskImplement Risk Reporting on Market and Liquidity Risks across the groupTimeliness in meeting deadlines and schedules

Job Requirements
Education

Minimum Education: Minimum undergraduate degree preferably in Finance/ Accounting/ Economics

Experience

Minimum experience – 10 years working experience with a minimum of 6 years experience working in a Market and Liquidity Management risk roleExtensive experience within a Treasury department or business unit of an institution carrying out the above roles and responsibilities.Ability and experience to organize and lead across different businessesExperience in treasury risk and capital risk management

Key Competency Requirements
Knowledge

Must be self solution driven, proactive andhave acceptable knowledge of the business environmentHigh aptitude with respect to topical issues in capital and liquidity regulation such as Basel III and CRD IV.

Additional plus points:

Strong understanding of local and internationalliquidity regulations (PRA, Basel III, CRDIV etc)

Skill/Competencies

Interpersonal skillsStrong ability to develop relationships withpeers in business unit and central RiskGovernance teamsIT and Computer appreciationExcellent written and Communication skills (written and oral)Attention to detailStrong analytical and problem-solving skills and demonstrated ability to work independently.Ability to interface with business units and senior

Method of Application
Required with your submitted CV are the following; your current earning information and your DOB. Your contact details should contain active phone numbers and email addresses. Review your CV every time you make a submission, one CV does not fit all jobs. Kindly note that we need the subject matter of your response to contain the Job Title you are interested in, the file type must be PDF or DOCX, the preference being word documents, any response that contains a file name such as “My CV or My Resume” cannot be treated. All submissions are to be made to: jobs@sigmaqualitas.com

Please note: Short listing is based on the requirements in the given job descriptions above such as; qualifications required, years of experience, technology and industry exposure. All candidates for the list positions MUST have relevant and required work experience.