Treasury Risk Officer

About the job : Treasury Risk Officer

Our reputable client is looking for a Treasury Risk Officer who will be responsible for market risk monitoring and management in the Treasury division - interest rate risk, credit risk, liquidity risk, currency risk, and proposing financial risk management strategies including Asset and Liability Management. The role involves measuring risk based on the portfolio's distribution at a future horizon, acting as a technical resource for research and development of trading strategies, collaborating with the Enterprise-wide risk management division for independent risk monitoring, and ensuring compliance with Treasury policies through risk identification, monitoring, and quantification.

Duties and Responsibilities :

• Measuring and monitoring the impact of interest rate movements on the portfolio, including stress testing.
• Supporting the development of cash flow forecasts and short-term liquidity management to ensure optimal funding.
• Monitoring credit risk limits, including credit ratings and financial stability of counterparties.
• Performing accounting reconciliations of positions in real-time and sourcing mark-to-market rates for securities valuation independently of the front office.
• Ensuring compliance with all regulatory and reporting requirements.
• Reviewing asset and liability matching profiles and determining interest rate mismatch levels.
• Proposing financial risk management strategies, such as hedging strategies, to the front office.
• Researching and analyzing financial markets and interest rate outlooks, and monitoring their implementation in investment decisions.
• Creating and maintaining a database accessible to staff and stakeholders.

Competencies :

Requirements :

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