Regulatory & Financial Risk (RFR): Treasury - Senior Manager

About the Division

Regulatory & Financial Risk (RFR) is an established advisor within the financial services industry. Our vision is to be the leading provider of advisory services to financial services providers and corporate treasury operations across Africa. Our client offerings span: Credit, market, and corporate treasury risks; Valuations of financial instruments; Hedge accounting; and financial technology. We provide these services in the capacities of advisory, assurance, managed solutions, and resource augmentation. We also help clients address regulatory challenges relating to IFRS 9, 13, 17 and Basel, amongst others. Our team comprises of accountants, actuaries, statisticians, and quantitative analysts with a technical appreciation for both financial modelling and coding.

Our service offering includes: 

1. Credit Risk
2. Treasury, Capital and Liquidity Management
3. Valuations
4. Regulatory Advisory
5. Regulatory Assurance

The RFR team comprises a strong mix of business, risk and regulatory practitioners. In so doing we are able to bring our clients practical solutions that look to address their end-to-end strategic and business model requirements.

Main Purpose of Job

Develop and grow our Treasury services by delivering client projects, bringing practical experience to the team and building Deloitte’s eminence in this space. The role is primarily focused on the banking sector, although we are growing our services in the insurance space, so insurance experience would be a plus.

Our client projects primarily cover:

• Liquidity risk, including contingency funding plans (CFPs), recovery plans, funds transfer pricing (FTP), and regulatory aspects such as the LCR, NSFR and BA300 & BA310
• Our flagship liquidity stress simulation service offering
• Latest developments with respect to liquidity risk regulations for insurers
• Interest rate risk in the banking book, including NII and EVE sensitivity, Credit Spread Risk in the Banking Book (CSRBB) and the BA330
• Capital management, including Internal Capital Adequacy Assessment Programme (ICAAP)
• Forecasting, stress testing and risk appetite
• Treasury best practices and controls

As regulations and market conditions continuously evolve in this space, this is a dynamic role that will offer and require consistent upskilling. The role also offers exposure to the Corporate sector from time to time.