Liquidity Risk Analyst

The Funding and Liquidity Management team formulates and executes on the overall Absa Group funding strategy, which is designed to support the strategic liquidity risk management objectives. This means ensuring that Absa Bank, and other entities in the Group, are appropriately funded in order to meet strategic growth objectives while remaining compliant with regulatory requirements, liquidity risk appetite as well as liquidity crisis survival. This role is pivotal in ensuring that funding and liquidity risk is mitigated.

• 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.
• 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.
• 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.

• 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