VdE | Diretor de Risco de Mercado | ABSA
Bring your possibility to life! Define your career with us
With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.
My Career Development Portal: Wherever you are in your career, we are here for you. Design your future. Discover leading-edge guidance, tools and support to unlock your potential. You are Absa. You are possibility.
Job Summary
Support the oversight of the Market Risk Management Framework performance, covering mainly:
- Traded Market Risk
- Non Traded Market Risk(Interest Risk Rate in the Banking Book)
The Market Risk role is to manage, monitor, identify, measure, analyze and mitigate market risks.
Job Description
Key deliverables:
- Governance
- Legislation
- Meeting packs/Reporting
- Training
Details:
- TMR and NTMR Overall Control Environment.
- STP/MTP and RAF Inputs
- Risk Packs (e.g. Board, ERC, ExCo, ALCO, MRR, RCF, Markets Forum)
- Capital Buffer Setting
- Integrated Planning and Risk Appetite Statement Inputs
- Stress Testing
- Risk Management Program
- IRRBB
- ICAAP Inputs
- Market Discipline Inputs
- Any ad hoc support delivery
Education
Bachelor`s Degrees and Advanced Diplomas: Economic and Management Science (Required)